-40.5%
NCLH vs SYF
+89.2%
-129.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.2% |
| 7D | -4.6% | -1.3% | -3.3% | -3.6% |
| 30D | -19.9% | -1.1% | -18.9% | -19.3% |
| 3M | -22.0% | +7.4% | -29.4% | -26.8% |
| 6M | -28.3% | +16.2% | -44.5% | -36.5% |
| YTD | -33.5% | -6.1% | -27.3% | -30.8% |
| 1Y | -41.5% | +3.4% | -44.8% | -43.8% |
| 3Y | -8.9% | +162.9% | -171.7% | -62.0% |
| 5Y | -40.5% | +85.6% | -126.0% | -69.1% |
| All | -40.5% | +89.2% | -129.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling