+194.3%
NOK vs SEDG
-77.1%
+271.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.6% | +10.4% | +5.3% |
| 7D | +11.0% | +1.4% | +9.6% | +10.8% |
| 30D | +7.8% | +8.3% | -0.5% | +6.8% |
| 3M | -21.0% | -40.7% | +19.6% | -17.8% |
| 6M | +40.9% | -3.9% | +44.8% | +40.9% |
| YTD | +72.0% | +20.2% | +51.8% | +68.9% |
| 1Y | +140.9% | +17.6% | +123.3% | +134.9% |
| 3Y | +194.3% | -76.6% | +270.9% | +217.6% |
| All | +194.3% | -77.1% | +271.3% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling