-41.4%
NCLH vs SEI
+999.8%
-1,041.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.9% |
| 7D | -4.8% | +22.6% | -27.4% | -8.2% |
| 30D | -21.7% | +9.1% | -30.8% | -23.2% |
| 3M | -22.2% | -11.3% | -10.9% | -21.8% |
| 6M | -27.5% | +22.0% | -49.6% | -31.9% |
| YTD | -33.6% | +47.3% | -80.9% | -40.6% |
| 1Y | -45.0% | +124.8% | -169.8% | -55.7% |
| 3Y | -11.0% | +591.3% | -602.3% | -52.9% |
| All | -41.4% | +999.8% | -1,041.2% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling