+31.0%
SWKS vs NCLH
-56.0%
+87.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +11.8% | -0.3% | +12.1% | +11.9% |
| 30D | +6.7% | -20.1% | +26.8% | +12.5% |
| 3M | 0.0% | -17.0% | +17.0% | +4.0% |
| 6M | +38.7% | -23.2% | +62.0% | +45.5% |
| YTD | +21.4% | -31.0% | +52.4% | +29.1% |
| 1Y | +2.9% | -37.3% | +40.2% | +11.4% |
| 3Y | -16.4% | -5.6% | -10.8% | -20.6% |
| 5Y | -51.2% | -37.0% | -14.2% | -52.4% |
| 10Y | +31.0% | -55.3% | +86.3% | +30.7% |
| All | +31.0% | -56.0% | +87.1% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling