+277.7%
SAP vs NCLH
-25.0%
+302.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | +7.5% | +22.6% | -15.1% | +3.8% |
| 3M | +11.6% | +0.6% | +11.0% | +11.1% |
| 6M | +37.6% | +13.5% | +24.1% | +33.8% |
| YTD | -2.0% | -15.7% | +13.7% | -1.3% |
| 1Y | -6.4% | 0.0% | -6.4% | -8.4% |
| 3Y | +67.7% | +42.8% | +24.9% | +50.0% |
| 5Y | +75.7% | -28.4% | +104.2% | +65.8% |
| 10Y | +229.3% | -51.0% | +280.3% | +188.5% |
| All | +277.7% | -25.0% | +302.7% | +212.7% |
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