-40.1%
NCLH vs SYY
+275.3%
-315.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -5.6% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -19.9% | -2.7% | -17.2% | -18.0% |
| 3M | -22.0% | +5.9% | -27.8% | -26.5% |
| 6M | -28.3% | -2.3% | -26.0% | -28.3% |
| YTD | -33.5% | +13.1% | -46.6% | -43.2% |
| 1Y | -41.5% | +3.8% | -45.2% | -45.7% |
| 3Y | -8.9% | +26.7% | -35.6% | -34.1% |
| 5Y | -40.5% | +19.4% | -59.9% | -52.3% |
| 10Y | -57.0% | +112.0% | -168.9% | -74.7% |
| All | -40.1% | +275.3% | -315.4% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling