-39.2%
NCLH vs SCCO
+109.6%
-148.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.5% | -5.3% | -1.2% | -5.0% |
| 30D | -23.3% | +2.7% | -26.0% | -24.0% |
| 3M | -18.6% | +4.2% | -22.8% | -20.4% |
| 6M | -26.2% | -0.6% | -25.6% | -29.3% |
| YTD | -30.2% | +45.0% | -75.2% | -39.6% |
| 1Y | -39.2% | +109.3% | -148.5% | -46.9% |
| All | -39.2% | +109.6% | -148.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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