+247.0%
SAP vs NCLH
-38.0%
+285.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | -6.5% | +3.6% | -1.9% |
| 30D | +9.0% | -23.3% | +32.3% | +13.5% |
| 3M | +14.9% | -18.6% | +33.6% | +18.3% |
| 6M | +11.9% | -26.2% | +38.1% | +16.3% |
| YTD | -9.9% | -30.2% | +20.3% | -6.3% |
| 1Y | -19.5% | -39.2% | +19.6% | -14.9% |
| 3Y | +61.8% | -5.1% | +66.9% | +54.2% |
| 5Y | +56.2% | -36.8% | +92.9% | +50.5% |
| 10Y | +180.6% | -56.3% | +236.9% | +149.5% |
| All | +247.0% | -38.0% | +285.0% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling