-40.2%
NCLH vs SCHG
+780.8%
-821.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.6% |
| 7D | -4.8% | -1.0% | -3.8% | -3.4% |
| 30D | -21.7% | -1.3% | -20.4% | -20.2% |
| 3M | -22.2% | +5.4% | -27.7% | -27.7% |
| 6M | -27.5% | +14.4% | -41.9% | -39.0% |
| YTD | -33.6% | +8.0% | -41.6% | -39.5% |
| 1Y | -45.0% | +12.7% | -57.7% | -52.8% |
| 3Y | -11.0% | +85.6% | -96.7% | -60.5% |
| 5Y | -39.7% | +85.5% | -125.2% | -72.2% |
| 10Y | -57.0% | +456.0% | -513.1% | -94.6% |
| All | -40.2% | +780.8% | -821.0% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling