+67.5%
SEDG vs NTRS
+272.5%
-205.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.3% |
| 7D | +1.4% | +1.4% | 0.0% | +0.5% |
| 30D | +8.3% | -0.7% | +9.0% | +8.5% |
| 3M | -40.7% | +11.3% | -52.0% | -44.5% |
| 6M | -3.9% | +35.5% | -39.4% | -20.4% |
| YTD | +20.2% | +40.6% | -20.4% | -2.2% |
| 1Y | +17.6% | +49.2% | -31.6% | -7.1% |
| 3Y | -76.6% | +167.2% | -243.8% | -86.9% |
| 5Y | -87.1% | +94.9% | -182.0% | -91.6% |
| 10Y | +105.5% | +259.5% | -154.0% | -17.4% |
| All | +67.5% | +272.5% | -205.0% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling