+78.6%
NSC vs SEDG
-75.9%
+154.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -0.7% |
| 7D | -1.5% | +12.1% | -13.6% | -2.0% |
| 30D | -1.9% | +14.7% | -16.6% | -2.6% |
| 3M | +6.2% | -43.0% | +49.3% | +8.2% |
| 6M | +9.2% | +9.0% | +0.1% | +7.0% |
| YTD | +15.0% | +26.3% | -11.2% | +11.6% |
| 1Y | +21.1% | +8.9% | +12.1% | +17.6% |
| 3Y | +78.6% | -75.5% | +154.1% | +99.0% |
| All | +78.6% | -75.9% | +154.5% | +99.0% |
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