+174.9%
NVS vs SEDG
+106.4%
+68.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | 0.0% |
| 7D | -14.3% | +1.4% | -15.7% | -14.4% |
| 30D | -10.0% | +8.3% | -18.3% | -10.3% |
| 3M | -10.9% | -40.7% | +29.8% | -9.6% |
| 6M | -12.0% | -3.9% | -8.1% | -13.3% |
| YTD | +2.5% | +20.2% | -17.7% | -0.4% |
| 1Y | +10.7% | +17.6% | -6.9% | +6.9% |
| 3Y | +53.3% | -76.6% | +129.9% | +54.2% |
| 5Y | +93.6% | -87.1% | +180.7% | +96.6% |
| All | +174.9% | +106.4% | +68.4% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling