+56.8%
SAP vs NCLH
-38.4%
+95.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.6% | -20.1% | +22.6% | +6.5% |
| 3M | +16.3% | -17.0% | +33.3% | +19.7% |
| 6M | +6.4% | -23.2% | +29.6% | +10.3% |
| YTD | -11.4% | -31.0% | +19.6% | -7.2% |
| 1Y | -20.4% | -37.3% | +16.9% | -15.6% |
| 3Y | +56.5% | -5.6% | +62.1% | +47.2% |
| 5Y | +56.8% | -37.0% | +93.8% | +48.3% |
| All | +56.8% | -38.4% | +95.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling