+403.0%
SWKS vs NCLH
-28.6%
+431.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -6.2% | +2.0% | -8.1% | -6.8% |
| 30D | -1.5% | +19.1% | -20.6% | -6.1% |
| 3M | +23.0% | -7.5% | +30.5% | +24.4% |
| 6M | +27.6% | +1.0% | +26.6% | +25.3% |
| YTD | +32.3% | -19.7% | +52.0% | +35.0% |
| 1Y | +20.1% | -1.8% | +21.9% | +15.9% |
| 3Y | +0.6% | +36.7% | -36.0% | -13.4% |
| 5Y | -42.3% | -38.0% | -4.3% | -44.1% |
| 10Y | +35.9% | -51.6% | +87.5% | +19.5% |
| All | +403.0% | -28.6% | +431.6% | +356.5% |
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