-13.4%
NKE vs SEDG
+83.3%
-96.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.4% |
| 7D | -5.5% | +8.7% | -14.3% | -6.4% |
| 30D | -10.4% | +10.3% | -20.8% | -11.5% |
| 3M | -15.8% | -32.6% | +16.8% | -13.7% |
| 6M | -33.4% | -3.6% | -29.8% | -35.8% |
| YTD | -41.0% | +27.4% | -68.4% | -45.3% |
| 1Y | -49.1% | +24.9% | -74.0% | -53.4% |
| 3Y | -59.8% | -75.3% | +15.5% | -59.3% |
| 5Y | -75.5% | -86.3% | +10.8% | -74.1% |
| 10Y | -23.5% | +117.7% | -141.2% | -40.9% |
| All | -13.4% | +83.3% | -96.6% | -34.7% |
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 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