-48.5%
NCLH vs SFM
+132.6%
-181.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -23.3% | -4.4% | -18.9% | -22.8% |
| 3M | -18.6% | +1.5% | -20.1% | -19.4% |
| 6M | -26.2% | +6.5% | -32.7% | -28.1% |
| YTD | -30.2% | +2.2% | -32.4% | -31.7% |
| 1Y | -39.2% | -41.9% | +2.7% | -34.2% |
| 3Y | -5.1% | +106.8% | -111.8% | -19.0% |
| 5Y | -36.8% | +231.6% | -268.3% | -51.3% |
| 10Y | -56.3% | +258.4% | -314.7% | -68.8% |
| All | -48.5% | +132.6% | -181.1% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling