+68.4%
SAP vs NCLH
+37.2%
+31.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +6.5% | +20.8% | -14.2% | +3.2% |
| 3M | +12.2% | -8.1% | +20.4% | +13.3% |
| 6M | +46.1% | +11.8% | +34.2% | +42.6% |
| YTD | -1.6% | -19.5% | +17.9% | +0.2% |
| 1Y | -5.1% | -3.2% | -1.9% | -6.7% |
| 3Y | +68.4% | +37.1% | +31.3% | +59.1% |
| All | +68.4% | +37.2% | +31.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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