+625.8%
NTAP vs SEDG
+106.4%
+519.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.6% | +14.2% | +9.2% |
| 7D | +7.4% | +1.4% | +6.0% | +7.1% |
| 30D | -1.4% | +8.3% | -9.7% | -2.6% |
| 3M | +24.6% | -40.7% | +65.2% | +30.6% |
| 6M | +105.9% | -3.9% | +109.8% | +101.1% |
| YTD | +88.5% | +20.2% | +68.3% | +78.0% |
| 1Y | +62.1% | +17.6% | +44.5% | +51.4% |
| 3Y | +169.1% | -76.6% | +245.7% | +183.6% |
| 5Y | +141.9% | -87.1% | +229.0% | +164.6% |
| All | +625.8% | +106.4% | +519.4% | +431.7% |
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 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