+45.2%
NU vs SEDG
-89.3%
+134.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.7% |
| 7D | -2.6% | +3.6% | -6.2% | -3.1% |
| 30D | +8.2% | +9.3% | -1.1% | +6.6% |
| 3M | +26.3% | -39.1% | +65.3% | +33.2% |
| 6M | +2.2% | +1.8% | +0.5% | -3.9% |
| YTD | -10.4% | +22.0% | -32.4% | -19.4% |
| 1Y | -3.0% | +17.2% | -20.2% | -14.0% |
| 3Y | +120.3% | -76.3% | +196.6% | +174.3% |
| All | +45.2% | -89.3% | +134.5% | +104.3% |
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 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