-3.4%
SEDG vs NTR
+98.7%
-102.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.8% | +5.8% |
| 7D | +8.7% | -2.5% | +11.2% | +10.2% |
| 30D | +10.3% | +17.0% | -6.7% | +0.4% |
| 3M | -32.6% | +22.2% | -54.8% | -40.7% |
| 6M | -3.6% | +5.2% | -8.7% | -8.6% |
| YTD | +27.4% | +29.7% | -2.3% | +5.5% |
| 1Y | +24.9% | +39.4% | -14.5% | -1.6% |
| 3Y | -75.3% | +38.2% | -113.5% | -80.3% |
| 5Y | -86.3% | +47.6% | -133.9% | -90.6% |
| All | -3.4% | +98.7% | -102.1% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling