+60.2%
SCHD vs NCLH
-40.4%
+100.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.0% | -4.8% | +2.9% | -1.4% |
| 30D | -0.4% | -21.7% | +21.3% | +2.3% |
| 3M | +5.7% | -22.2% | +28.0% | +8.4% |
| 6M | +11.9% | -27.5% | +39.4% | +15.2% |
| YTD | +26.4% | -33.6% | +60.0% | +30.7% |
| 1Y | +27.6% | -45.0% | +72.6% | +34.6% |
| 3Y | +54.9% | -11.0% | +66.0% | +49.1% |
| All | +60.2% | -40.4% | +100.6% | +54.7% |
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 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