-58.0%
NCLH vs SBAC
+87.1%
-145.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.3% |
| 30D | -21.7% | +2.0% | -23.7% | -22.1% |
| 3M | -22.2% | -8.3% | -13.9% | -20.7% |
| 6M | -27.5% | +0.3% | -27.8% | -28.5% |
| YTD | -33.6% | -2.2% | -31.4% | -34.1% |
| 1Y | -45.0% | -4.6% | -40.4% | -45.0% |
| 3Y | -11.0% | -8.3% | -2.8% | -12.7% |
| 5Y | -39.7% | -42.8% | +3.1% | -31.1% |
| All | -58.0% | +87.1% | -145.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling