-10.9%
NCLH vs SYF
+160.5%
-171.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.3% |
| 7D | -4.6% | -1.3% | -3.3% | -3.7% |
| 30D | -19.9% | -1.1% | -18.9% | -19.3% |
| 3M | -22.0% | +7.4% | -29.4% | -26.4% |
| 6M | -28.3% | +16.2% | -44.5% | -35.8% |
| YTD | -33.5% | -6.1% | -27.3% | -31.1% |
| 1Y | -41.5% | +3.4% | -44.8% | -43.6% |
| All | -10.9% | +160.5% | -171.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling