-87.3%
SEDG vs NTRS
+93.2%
-180.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.3% |
| 7D | +1.4% | +1.4% | 0.0% | +0.4% |
| 30D | +8.3% | -0.7% | +9.0% | +8.5% |
| 3M | -40.7% | +11.3% | -52.0% | -45.1% |
| 6M | -3.9% | +35.5% | -39.4% | -22.7% |
| YTD | +20.2% | +40.6% | -20.4% | -5.3% |
| 1Y | +17.6% | +49.2% | -31.6% | -10.5% |
| 3Y | -76.6% | +167.2% | -243.8% | -88.2% |
| All | -87.3% | +93.2% | -180.5% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling