+147.9%
NTAP vs SEDG
-75.7%
+223.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.0% |
| 7D | -1.0% | +8.7% | -9.7% | -1.7% |
| 30D | -7.5% | +10.3% | -17.8% | -8.4% |
| 3M | +14.6% | -32.6% | +47.2% | +17.3% |
| 6M | +91.0% | -3.6% | +94.6% | +89.1% |
| YTD | +73.7% | +27.4% | +46.3% | +68.0% |
| 1Y | +51.2% | +24.9% | +26.3% | +45.6% |
| All | +147.9% | -75.7% | +223.6% | +161.4% |
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