-12.5%
NCLH vs SYY
+27.8%
-40.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -6.5% | +1.5% | -8.1% | -7.2% |
| 30D | -22.1% | -2.3% | -19.8% | -21.4% |
| 3M | -18.7% | +5.5% | -24.2% | -20.7% |
| 6M | -28.4% | -1.0% | -27.4% | -28.9% |
| YTD | -34.7% | +14.1% | -48.8% | -39.0% |
| 1Y | -42.7% | +5.6% | -48.3% | -44.6% |
| All | -12.5% | +27.8% | -40.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling