+180.5%
NXT vs SEDG
-88.8%
+269.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | -0.8% |
| 7D | +2.9% | +12.1% | -9.3% | -0.7% |
| 30D | -17.2% | +14.7% | -32.0% | -20.9% |
| 3M | -32.0% | -43.0% | +11.0% | -21.7% |
| 6M | -15.8% | +9.0% | -24.8% | -22.5% |
| YTD | -1.9% | +26.3% | -28.2% | -15.0% |
| 1Y | +22.5% | +8.9% | +13.5% | +9.4% |
| 3Y | +100.5% | -75.5% | +176.1% | +149.8% |
| All | +180.5% | -88.8% | +269.3% | +359.4% |
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 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