+353.0%
SWKS vs NCLH
-38.0%
+391.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +12.5% | -6.5% | +19.0% | +14.4% |
| 30D | +10.5% | -23.3% | +33.8% | +17.9% |
| 3M | -7.4% | -18.6% | +11.2% | -3.0% |
| 6M | +32.7% | -26.2% | +58.9% | +40.9% |
| YTD | +19.2% | -30.2% | +49.4% | +26.8% |
| 1Y | +2.4% | -39.2% | +41.5% | +12.2% |
| 3Y | -25.6% | -5.1% | -20.6% | -29.8% |
| 5Y | -53.4% | -36.8% | -16.7% | -54.7% |
| 10Y | +23.2% | -56.3% | +79.4% | +11.0% |
| All | +353.0% | -38.0% | +391.0% | +328.8% |
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