-41.4%
NCLH vs SYY
+23.4%
-64.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -4.8% | +3.9% | -8.8% | -7.9% |
| 30D | -21.7% | -1.7% | -19.9% | -20.6% |
| 3M | -22.2% | +5.2% | -27.4% | -25.8% |
| 6M | -27.5% | -0.2% | -27.3% | -28.7% |
| YTD | -33.6% | +15.4% | -49.0% | -43.5% |
| 1Y | -45.0% | +5.6% | -50.6% | -49.2% |
| 3Y | -11.0% | +28.9% | -39.9% | -38.0% |
| All | -41.4% | +23.4% | -64.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling