-40.2%
NCLH vs SCCO
+675.6%
-715.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | -4.8% | -2.7% | -2.2% | -3.8% |
| 30D | -21.7% | -0.7% | -21.0% | -22.1% |
| 3M | -22.2% | +8.1% | -30.3% | -27.1% |
| 6M | -27.5% | +4.1% | -31.6% | -31.2% |
| YTD | -33.6% | +41.1% | -74.7% | -48.2% |
| 1Y | -45.0% | +95.6% | -140.5% | -64.5% |
| 3Y | -11.0% | +179.3% | -190.3% | -55.2% |
| 5Y | -39.7% | +308.3% | -348.0% | -76.6% |
| 10Y | -57.0% | +1,090.2% | -1,147.3% | -89.5% |
| All | -40.2% | +675.6% | -715.8% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling