-58.0%
NCLH vs SHAK
+87.2%
-145.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | -0.1% |
| 7D | -4.8% | -8.3% | +3.5% | -0.2% |
| 30D | -21.7% | -12.6% | -9.0% | -15.6% |
| 3M | -22.2% | +9.1% | -31.4% | -27.0% |
| 6M | -27.5% | -31.2% | +3.7% | -15.7% |
| YTD | -33.6% | -21.6% | -12.0% | -28.8% |
| 1Y | -45.0% | -38.8% | -6.2% | -32.6% |
| 3Y | -11.0% | +0.6% | -11.7% | -29.0% |
| 5Y | -39.7% | -22.5% | -17.2% | -46.7% |
| All | -58.0% | +87.2% | -145.2% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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