-36.1%
SEDG vs NYT
+11.3%
-47.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.4% | -11.3% | -12.8% |
| 7D | -14.2% | -5.5% | -8.7% | -14.4% |
| 30D | -23.0% | +2.7% | -25.7% | -23.1% |
| 3M | -22.7% | +0.5% | -23.2% | -22.9% |
| 6M | -41.3% | -14.6% | -26.7% | -40.9% |
| YTD | -9.2% | -4.4% | -4.8% | -0.8% |
| 1Y | -36.1% | +15.2% | -51.3% | -33.2% |
| All | -36.1% | +11.3% | -47.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling