+172.1%
NXT vs SEDG
-89.3%
+261.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +3.6% |
| 7D | -1.9% | +1.4% | -3.3% | -2.5% |
| 30D | -20.0% | +8.3% | -28.4% | -22.3% |
| 3M | -30.7% | -40.7% | +9.9% | -21.4% |
| 6M | -29.0% | -3.9% | -25.1% | -32.1% |
| YTD | -4.8% | +20.2% | -25.1% | -16.4% |
| 1Y | +22.8% | +17.6% | +5.2% | +7.2% |
| 3Y | +93.9% | -76.6% | +170.5% | +144.5% |
| All | +172.1% | -89.3% | +261.4% | +351.6% |
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