-3.2%
NCLH vs SBAC
-2.9%
-0.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +20.8% | +5.5% | +15.3% | +20.1% |
| 3M | -8.1% | +3.1% | -11.2% | -8.6% |
| 6M | +11.8% | -7.0% | +18.9% | +12.2% |
| YTD | -19.5% | +0.5% | -20.0% | -14.4% |
| 1Y | -3.2% | +0.2% | -3.5% | +3.3% |
| All | -3.2% | -2.9% | -0.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling