+430.5%
SCHD vs NCLH
-42.0%
+472.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -3.1% | -6.5% | +3.4% | -2.2% |
| 30D | -0.8% | -22.1% | +21.3% | +2.4% |
| 3M | +6.2% | -18.7% | +24.9% | +8.7% |
| 6M | +11.8% | -28.4% | +40.2% | +15.8% |
| YTD | +26.0% | -34.7% | +60.7% | +31.2% |
| 1Y | +28.1% | -42.7% | +70.8% | +35.3% |
| 3Y | +54.6% | -10.6% | +65.2% | +48.4% |
| 5Y | +60.3% | -40.7% | +101.1% | +55.1% |
| 10Y | +242.1% | -57.8% | +299.9% | +207.9% |
| All | +430.5% | -42.0% | +472.5% | +369.8% |
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