-45.2%
NCLH vs SYF
+300.4%
-345.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | +0.2% | -2.0% | +2.2% | +1.9% |
| 30D | +20.8% | +1.2% | +19.6% | +19.8% |
| 3M | -8.1% | -9.4% | +1.2% | -0.3% |
| 6M | +11.8% | +4.4% | +7.4% | +7.4% |
| YTD | -19.5% | -11.9% | -7.6% | -11.5% |
| 1Y | -3.2% | -0.4% | -2.8% | -4.0% |
| 3Y | +37.1% | +159.6% | -122.5% | -42.6% |
| 5Y | -29.9% | +60.9% | -90.8% | -56.4% |
| 10Y | -53.3% | +180.9% | -234.2% | -83.5% |
| All | -45.2% | +300.4% | -345.6% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling