-1.0%
NCLH vs SFM
-35.8%
+34.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.1% | +7.3% |
| 7D | +15.8% | -12.3% | +28.1% | +14.2% |
| 30D | +25.1% | -16.2% | +41.3% | +23.2% |
| 3M | -7.3% | -36.8% | +29.5% | -10.1% |
| 6M | +8.1% | -32.6% | +40.7% | +5.7% |
| YTD | -16.7% | -31.7% | +15.1% | -16.5% |
| 1Y | -1.0% | -35.0% | +34.0% | +0.3% |
| All | -1.0% | -35.8% | +34.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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