-29.2%
NCLH vs SBAC
-40.5%
+11.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.4% |
| 30D | +17.9% | +3.3% | +14.6% | +16.9% |
| 3M | -4.5% | +3.3% | -7.8% | -5.5% |
| 6M | +12.9% | -10.9% | +23.8% | +15.6% |
| YTD | -19.1% | -1.0% | -18.1% | -19.8% |
| 1Y | -4.6% | -4.5% | -0.2% | -4.5% |
| 3Y | +37.0% | -8.7% | +45.8% | +34.5% |
| All | -29.2% | -40.5% | +11.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling