-37.2%
NCLH vs SBAC
+193.5%
-230.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | -23.3% | +6.9% | -30.2% | -24.8% |
| 3M | -18.6% | -8.2% | -10.4% | -16.9% |
| 6M | -26.2% | -1.6% | -24.6% | -26.9% |
| YTD | -30.2% | -0.1% | -30.1% | -31.3% |
| 1Y | -39.2% | -0.5% | -38.7% | -40.1% |
| 3Y | -5.1% | -9.1% | +4.0% | -6.6% |
| 5Y | -36.8% | -43.8% | +7.0% | -27.0% |
| 10Y | -56.3% | +80.5% | -136.8% | -68.2% |
| All | -37.2% | +193.5% | -230.7% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling