-8.9%
SEDG vs NTR
+97.9%
-106.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | +8.3% | +16.8% | -8.5% | -1.3% |
| 3M | -40.7% | +20.7% | -61.4% | -47.4% |
| 6M | -3.9% | +0.5% | -4.4% | -6.2% |
| YTD | +20.2% | +29.2% | -9.0% | -0.2% |
| 1Y | +17.6% | +39.6% | -22.0% | -7.5% |
| 3Y | -76.6% | +37.9% | -114.5% | -81.3% |
| 5Y | -87.1% | +47.1% | -134.2% | -91.1% |
| All | -8.9% | +97.9% | -106.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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