+67.5%
SEDG vs NYT
+465.2%
-397.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +8.3% | +4.6% | +3.7% | +6.1% |
| 3M | -40.7% | -9.6% | -31.1% | -37.3% |
| 6M | -3.9% | -14.0% | +10.1% | +2.1% |
| YTD | +20.2% | -2.8% | +23.0% | +19.2% |
| 1Y | +17.6% | +15.6% | +2.0% | +6.4% |
| 3Y | -76.6% | +56.3% | -132.9% | -81.9% |
| 5Y | -87.1% | +39.5% | -126.6% | -89.8% |
| 10Y | +105.5% | +488.0% | -382.6% | -37.6% |
| All | +67.5% | +465.2% | -397.6% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling