+109.5%
NLY vs SEDG
+73.0%
+36.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | 0.0% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | -5.2% | +8.3% | -13.5% | -6.0% |
| 3M | +2.8% | -40.7% | +43.5% | +6.2% |
| 6M | +4.2% | -3.9% | +8.1% | +1.5% |
| YTD | +4.7% | +20.2% | -15.5% | -0.8% |
| 1Y | +12.7% | +17.6% | -4.9% | +5.6% |
| 3Y | +62.5% | -76.6% | +139.2% | +65.7% |
| 5Y | +26.3% | -87.1% | +113.4% | +33.4% |
| 10Y | +81.0% | +105.5% | -24.5% | +60.5% |
| All | +109.5% | +73.0% | +36.5% | +87.0% |
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