+579.2%
NTAP vs SEDG
+19.0%
+560.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.3% |
| 7D | +7.2% | -13.3% | +20.5% | +8.9% |
| 30D | -18.4% | -21.9% | +3.5% | -16.2% |
| 3M | -11.3% | -25.9% | +14.6% | -8.8% |
| 6M | +53.8% | -44.2% | +98.0% | +60.6% |
| YTD | +72.0% | -17.3% | +89.3% | +69.2% |
| 1Y | +68.0% | -34.5% | +102.5% | +69.4% |
| 3Y | +149.5% | -66.7% | +216.2% | +146.6% |
| 5Y | +125.6% | -93.4% | +219.0% | +165.4% |
| 10Y | +583.1% | +78.7% | +504.5% | +410.2% |
| All | +579.2% | +19.0% | +560.2% | +430.5% |
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