+307.1%
NSC vs SEDG
+70.6%
+236.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -5.5% | +8.9% | -14.4% | -6.2% |
| 30D | -3.2% | +0.9% | -4.1% | -3.4% |
| 3M | +7.7% | -53.2% | +60.9% | +13.2% |
| 6M | +4.5% | -9.9% | +14.4% | +2.5% |
| YTD | +15.6% | +18.5% | -3.0% | +9.9% |
| 1Y | +19.8% | +0.1% | +19.7% | +14.3% |
| 3Y | +70.1% | -78.9% | +149.0% | +77.3% |
| 5Y | +46.1% | -88.0% | +134.2% | +56.2% |
| 10Y | +328.1% | +97.5% | +230.6% | +218.7% |
| All | +307.1% | +70.6% | +236.5% | +202.7% |
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