+112.5%
NET vs SEDG
-87.9%
+200.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.2% |
| 7D | -7.0% | +8.9% | -15.9% | -8.7% |
| 30D | -4.8% | +0.9% | -5.7% | -5.3% |
| 3M | +3.8% | -53.2% | +57.1% | +18.8% |
| 6M | +50.0% | -9.9% | +59.9% | +42.4% |
| YTD | +41.5% | +18.5% | +22.9% | +23.3% |
| 1Y | +32.8% | +0.1% | +32.7% | +17.0% |
| 3Y | +335.9% | -78.9% | +414.8% | +581.9% |
| All | +112.5% | -87.9% | +200.3% | +294.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling