+255.8%
NI vs SEDG
+75.6%
+180.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | +1.3% | +3.6% | -2.4% | +1.1% |
| 30D | -0.3% | +9.3% | -9.6% | -0.7% |
| 3M | -9.5% | -39.1% | +29.6% | -8.0% |
| 6M | -10.2% | +1.8% | -12.0% | -11.7% |
| YTD | +1.8% | +22.0% | -20.3% | -1.1% |
| 1Y | +5.7% | +17.2% | -11.5% | +2.3% |
| 3Y | +69.6% | -76.3% | +146.0% | +72.9% |
| 5Y | +95.8% | -87.2% | +183.0% | +102.6% |
| 10Y | +145.1% | +108.6% | +36.5% | +111.4% |
| All | +255.8% | +75.6% | +180.2% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling