+76.9%
NSC vs SEDG
-63.2%
+140.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.2% | +0.9% |
| 7D | -3.4% | -21.4% | +17.9% | -2.5% |
| 30D | +3.6% | -19.7% | +23.3% | +4.5% |
| 3M | -1.4% | -19.7% | +18.3% | -0.7% |
| 6M | +6.0% | -37.4% | +43.3% | +6.6% |
| YTD | +15.5% | -10.4% | +25.9% | +13.5% |
| 1Y | +16.2% | -43.0% | +59.2% | +16.5% |
| 3Y | +76.9% | -63.6% | +140.6% | +82.2% |
| All | +76.9% | -63.2% | +140.2% | +82.2% |
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