-12.5%
NCLH vs SBAC
-11.3%
-1.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.6% |
| 7D | -6.5% | -5.3% | -1.3% | -6.0% |
| 30D | -22.1% | +0.4% | -22.5% | -22.1% |
| 3M | -18.7% | -11.9% | -6.8% | -17.7% |
| 6M | -28.4% | -4.5% | -23.9% | -27.9% |
| YTD | -34.7% | -4.3% | -30.4% | -34.2% |
| 1Y | -42.7% | -3.9% | -38.8% | -42.3% |
| All | -12.5% | -11.3% | -1.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling