-87.3%
SEDG vs NYT
+38.8%
-126.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.9% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +8.3% | +4.6% | +3.7% | +6.0% |
| 3M | -40.7% | -9.6% | -31.1% | -37.0% |
| 6M | -3.9% | -14.0% | +10.1% | +2.6% |
| YTD | +20.2% | -2.8% | +23.0% | +18.4% |
| 1Y | +17.6% | +15.6% | +2.0% | +3.8% |
| 3Y | -76.6% | +56.3% | -132.9% | -83.1% |
| All | -87.3% | +38.8% | -126.1% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling