+292.6%
NOC vs SEDG
+81.7%
+210.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.5% |
| 7D | -2.7% | +12.1% | -14.8% | -3.0% |
| 30D | -8.9% | +14.7% | -23.6% | -9.2% |
| 3M | -3.7% | -43.0% | +39.4% | -2.6% |
| 6M | -30.8% | +9.0% | -39.8% | -31.8% |
| YTD | -7.9% | +26.3% | -34.2% | -9.8% |
| 1Y | -9.4% | +8.9% | -18.4% | -11.2% |
| 3Y | +29.0% | -75.5% | +104.5% | +32.4% |
| 5Y | +56.1% | -86.7% | +142.8% | +62.4% |
| 10Y | +186.3% | +110.6% | +75.7% | +143.8% |
| All | +292.6% | +81.7% | +210.9% | +218.3% |
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