-39.2%
NCLH vs SCHG
+16.6%
-55.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +1.0% |
| 7D | -6.5% | -0.7% | -5.8% | -5.6% |
| 30D | -23.3% | +0.2% | -23.5% | -23.5% |
| 3M | -18.6% | +2.2% | -20.8% | -21.0% |
| 6M | -26.2% | +15.0% | -41.3% | -40.0% |
| YTD | -30.2% | +9.2% | -39.4% | -40.5% |
| 1Y | -39.2% | +15.7% | -54.9% | -47.6% |
| All | -39.2% | +16.6% | -55.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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