+115.1%
NOK vs SEDG
-87.2%
+202.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.6% | +10.4% | +5.4% |
| 7D | +11.0% | +1.4% | +9.6% | +10.7% |
| 30D | +7.8% | +8.3% | -0.5% | +6.6% |
| 3M | -21.0% | -40.7% | +19.6% | -17.2% |
| 6M | +40.9% | -3.9% | +44.8% | +39.8% |
| YTD | +72.0% | +20.2% | +51.8% | +66.3% |
| 1Y | +140.9% | +17.6% | +123.3% | +130.5% |
| 3Y | +194.3% | -76.6% | +270.9% | +224.2% |
| All | +115.1% | -87.2% | +202.3% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling