-71.2%
NCLH vs SEI
+644.4%
-715.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.2% |
| 7D | -4.8% | +22.6% | -27.4% | -11.0% |
| 30D | -21.7% | +9.1% | -30.8% | -24.6% |
| 3M | -22.2% | -11.3% | -10.9% | -22.4% |
| 6M | -27.5% | +22.0% | -49.6% | -35.7% |
| YTD | -33.6% | +47.3% | -80.9% | -45.9% |
| 1Y | -45.0% | +124.8% | -169.8% | -62.7% |
| 3Y | -11.0% | +591.3% | -602.3% | -70.1% |
| 5Y | -39.7% | +1,008.2% | -1,047.9% | -86.1% |
| All | -71.2% | +644.4% | -715.6% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling