+1,065.2%
NRG vs SEDG
+106.4%
+958.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.3% | +2.2% |
| 7D | -4.7% | +1.4% | -6.1% | -4.9% |
| 30D | -6.0% | +8.3% | -14.3% | -6.8% |
| 3M | -8.0% | -40.7% | +32.7% | -4.4% |
| 6M | -23.2% | -3.9% | -19.3% | -25.3% |
| YTD | -28.1% | +20.2% | -48.3% | -32.1% |
| 1Y | -27.3% | +17.6% | -44.9% | -31.9% |
| 3Y | +208.7% | -76.6% | +285.3% | +220.4% |
| 5Y | +197.7% | -87.1% | +284.7% | +219.7% |
| All | +1,065.2% | +106.4% | +958.7% | +621.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling