-58.7%
NCLH vs SFM
+268.6%
-327.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.7% |
| 7D | -6.5% | -8.8% | +2.2% | -5.0% |
| 30D | -22.1% | -14.5% | -7.6% | -20.0% |
| 3M | -18.7% | -16.8% | -1.9% | -16.4% |
| 6M | -28.4% | -5.3% | -23.1% | -28.8% |
| YTD | -34.7% | -9.4% | -25.3% | -34.8% |
| 1Y | -42.7% | -46.2% | +3.5% | -36.8% |
| 3Y | -10.6% | +81.3% | -91.9% | -22.7% |
| 5Y | -40.7% | +211.9% | -252.6% | -54.7% |
| All | -58.7% | +268.6% | -327.2% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling