-39.6%
NCLH vs SFM
+216.1%
-255.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -2.9% |
| 7D | -4.6% | -7.2% | +2.5% | -3.5% |
| 30D | -19.9% | -14.3% | -5.6% | -18.0% |
| 3M | -22.0% | -13.7% | -8.2% | -20.5% |
| 6M | -28.3% | -6.0% | -22.3% | -28.6% |
| YTD | -33.5% | -8.2% | -25.2% | -33.7% |
| 1Y | -41.5% | -46.2% | +4.8% | -34.9% |
| 3Y | -8.9% | +83.6% | -92.5% | -19.8% |
| All | -39.6% | +216.1% | -255.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling