-9.4%
NVTS vs SEDG
-88.7%
+79.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.3% |
| 7D | +3.5% | +3.6% | -0.1% | +2.4% |
| 30D | -11.9% | +9.3% | -21.2% | -14.6% |
| 3M | -49.2% | -39.1% | -10.2% | -41.8% |
| 6M | +38.4% | +1.8% | +36.6% | +33.9% |
| YTD | +62.5% | +22.0% | +40.4% | +49.2% |
| 1Y | +101.4% | +17.2% | +84.2% | +86.8% |
| 3Y | +40.4% | -76.3% | +116.8% | +134.7% |
| All | -9.4% | -88.7% | +79.3% | +91.3% |
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