-1.0%
NCLH vs SEI
+18.6%
-19.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -16.9% | +23.7% | +7.0% |
| 7D | +15.8% | -16.4% | +32.2% | +16.1% |
| 30D | +25.1% | -22.9% | +48.0% | +25.6% |
| 3M | -7.3% | -0.3% | -7.0% | -7.8% |
| 6M | +8.1% | -22.3% | +30.5% | +10.8% |
| YTD | -16.7% | +26.2% | -42.8% | -18.3% |
| 1Y | -1.0% | +8.2% | -9.2% | -4.0% |
| All | -1.0% | +18.6% | -19.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling