+384.8%
NVDA vs SEDG
-75.7%
+460.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.6% | -2.5% |
| 7D | -4.3% | +8.7% | -13.0% | -4.8% |
| 30D | +0.5% | +10.3% | -9.8% | -0.2% |
| 3M | +9.1% | -32.6% | +41.7% | +10.9% |
| 6M | +18.5% | -3.6% | +22.0% | +16.6% |
| YTD | +17.4% | +27.4% | -10.0% | +13.0% |
| 1Y | +23.4% | +24.9% | -1.5% | +18.4% |
| All | +384.8% | -75.7% | +460.5% | +373.9% |
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