+502.5%
NTRA vs SEDG
-77.1%
+579.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.1% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +4.1% | +8.3% | -4.2% | +3.7% |
| 3M | +50.0% | -40.7% | +90.7% | +52.5% |
| 6M | +67.3% | -3.9% | +71.2% | +64.1% |
| YTD | +43.6% | +20.2% | +23.4% | +37.9% |
| 1Y | +89.2% | +17.6% | +71.6% | +81.0% |
| 3Y | +502.5% | -76.6% | +579.2% | +560.3% |
| All | +502.5% | -77.1% | +579.6% | +560.3% |
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