+85.6%
NOK vs SEDG
+75.6%
+10.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +1.4% |
| 7D | +9.3% | +3.6% | +5.7% | +8.9% |
| 30D | +17.9% | +9.3% | +8.5% | +16.5% |
| 3M | -22.3% | -39.1% | +16.8% | -18.7% |
| 6M | +36.4% | +1.8% | +34.6% | +33.9% |
| YTD | +66.3% | +22.0% | +44.3% | +59.4% |
| 1Y | +134.4% | +17.2% | +117.2% | +122.6% |
| 3Y | +186.6% | -76.3% | +262.9% | +198.5% |
| 5Y | +102.7% | -87.2% | +189.9% | +119.1% |
| 10Y | +129.8% | +108.6% | +21.2% | +61.1% |
| All | +85.6% | +75.6% | +10.0% | +36.7% |
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