+277.6%
SAP vs NCLH
-28.0%
+305.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.6% |
| 7D | -3.9% | +1.7% | -5.6% | -4.2% |
| 30D | +6.5% | +17.9% | -11.4% | +3.5% |
| 3M | +14.7% | -4.5% | +19.2% | +15.0% |
| 6M | +39.9% | +12.9% | +27.1% | +36.2% |
| YTD | -2.0% | -19.1% | +17.1% | -0.7% |
| 1Y | -6.0% | -4.6% | -1.4% | -7.4% |
| 3Y | +67.7% | +37.0% | +30.6% | +50.9% |
| 5Y | +78.8% | -29.5% | +108.3% | +69.1% |
| 10Y | +229.3% | -53.0% | +282.3% | +190.2% |
| All | +277.6% | -28.0% | +305.7% | +214.6% |
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