+1,258.4%
NET vs SEDG
-63.4%
+1,321.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -12.7% | +4.4% | -5.5% |
| 7D | -21.2% | -14.2% | -7.0% | -18.6% |
| 30D | -31.1% | -23.0% | -8.1% | -27.3% |
| 3M | -16.5% | -22.7% | +6.2% | -12.6% |
| 6M | 0.0% | -41.3% | +41.3% | +6.0% |
| YTD | +24.0% | -9.2% | +33.2% | +14.1% |
| 1Y | +7.0% | -36.1% | +43.1% | +6.4% |
| 3Y | +279.6% | -65.3% | +344.9% | +271.4% |
| 5Y | +24.0% | -92.4% | +116.3% | +105.2% |
| All | +1,258.4% | -63.4% | +1,321.8% | +1,719.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling