+51.0%
SWKS vs NCLH
-53.1%
+104.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.8% | +3.7% |
| 7D | +10.9% | +1.7% | +9.2% | +10.4% |
| 30D | +17.6% | +17.9% | -0.3% | +12.6% |
| 3M | +29.2% | -4.5% | +33.8% | +29.6% |
| 6M | +37.0% | +12.9% | +24.1% | +31.1% |
| YTD | +44.9% | -19.1% | +64.0% | +47.5% |
| 1Y | +33.8% | -4.6% | +38.5% | +30.4% |
| 3Y | +10.2% | +37.0% | -26.8% | -4.3% |
| 5Y | -37.0% | -29.5% | -7.5% | -40.5% |
| All | +51.0% | -53.1% | +104.1% | +53.4% |
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