-71.0%
NCLH vs SEDG
+75.6%
-146.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.8% |
| 7D | -4.6% | +3.6% | -8.2% | -5.4% |
| 30D | -19.9% | +9.3% | -29.3% | -21.8% |
| 3M | -22.0% | -39.1% | +17.1% | -16.0% |
| 6M | -28.3% | +1.8% | -30.1% | -34.2% |
| YTD | -33.5% | +22.0% | -55.5% | -42.7% |
| 1Y | -41.5% | +17.2% | -58.7% | -50.8% |
| 3Y | -8.9% | -76.3% | +67.4% | -2.8% |
| 5Y | -40.5% | -87.2% | +46.8% | -27.9% |
| 10Y | -57.0% | +108.6% | -165.5% | -71.2% |
| All | -71.0% | +75.6% | -146.6% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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