-57.0%
NCLH vs SIMO
+548.4%
-605.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -4.0% |
| 7D | -4.6% | +14.5% | -19.1% | -8.0% |
| 30D | -19.9% | +20.4% | -40.4% | -24.2% |
| 3M | -22.0% | +7.1% | -29.1% | -26.6% |
| 6M | -28.3% | +129.2% | -157.5% | -48.9% |
| YTD | -33.5% | +201.9% | -235.4% | -57.7% |
| 1Y | -41.5% | +235.5% | -277.0% | -64.4% |
| 3Y | -8.9% | +463.8% | -472.7% | -55.0% |
| 5Y | -40.5% | +306.7% | -347.2% | -68.6% |
| 10Y | -57.0% | +579.5% | -636.4% | -83.1% |
| All | -57.0% | +548.4% | -605.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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