+32.6%
NET vs SEDG
-91.3%
+123.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.1% | -0.7% |
| 7D | -16.4% | +1.8% | -18.2% | -16.8% |
| 30D | -25.8% | -12.7% | -13.2% | -23.9% |
| 3M | -11.5% | -38.4% | +26.9% | -4.1% |
| 6M | +18.9% | -27.7% | +46.6% | +20.3% |
| YTD | +35.2% | +4.1% | +31.2% | +20.5% |
| 1Y | +14.5% | -5.7% | +20.1% | +2.5% |
| 3Y | +313.8% | -60.3% | +374.1% | +331.2% |
| 5Y | +32.6% | -91.4% | +124.0% | +194.7% |
| All | +32.6% | -91.3% | +123.9% | +194.7% |
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