+149.5%
NTAP vs SEDG
-65.9%
+215.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | +7.2% | -13.3% | +20.5% | +8.5% |
| 30D | -18.4% | -21.9% | +3.5% | -16.7% |
| 3M | -11.3% | -25.9% | +14.6% | -9.4% |
| 6M | +53.8% | -44.2% | +98.0% | +59.5% |
| YTD | +72.0% | -17.3% | +89.3% | +72.0% |
| 1Y | +68.0% | -34.5% | +102.5% | +70.4% |
| 3Y | +149.5% | -66.7% | +216.2% | +151.8% |
| All | +149.5% | -65.9% | +215.4% | +151.8% |
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