-40.5%
NCLH vs SBAC
-44.9%
+4.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -19.9% | +3.9% | -23.8% | -20.7% |
| 3M | -22.0% | -8.2% | -13.8% | -20.5% |
| 6M | -28.3% | -2.8% | -25.5% | -28.3% |
| YTD | -33.5% | -1.5% | -31.9% | -33.8% |
| 1Y | -41.5% | 0.0% | -41.5% | -42.1% |
| 3Y | -8.9% | -8.4% | -0.5% | -10.6% |
| 5Y | -40.5% | -43.5% | +3.1% | -30.7% |
| All | -40.5% | -44.9% | +4.5% | -30.7% |
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