-1.0%
NCLH vs SYY
+8.7%
-9.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.1% |
| 7D | +15.8% | -6.3% | +22.2% | +18.7% |
| 30D | +25.1% | +0.7% | +24.4% | +24.4% |
| 3M | -7.3% | -6.4% | -0.9% | -5.1% |
| 6M | +8.1% | +7.6% | +0.5% | +4.0% |
| YTD | -16.7% | +7.4% | -24.1% | -19.6% |
| 1Y | -1.0% | +8.3% | -9.3% | -5.5% |
| All | -1.0% | +8.7% | -9.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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