-56.3%
NCLH vs SIMO
+423.7%
-480.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.5% |
| 7D | +1.7% | +14.9% | -13.2% | -1.8% |
| 30D | +17.9% | -27.0% | +44.9% | +25.7% |
| 3M | -4.5% | -25.4% | +20.8% | -0.6% |
| 6M | +12.9% | -30.3% | +43.1% | +14.0% |
| YTD | -19.1% | +95.8% | -114.9% | -45.1% |
| 1Y | -4.6% | +100.0% | -104.7% | -36.0% |
| 3Y | +37.0% | +238.3% | -201.2% | -26.5% |
| 5Y | -29.5% | +187.6% | -217.1% | -62.0% |
| All | -56.3% | +423.7% | -480.0% | -82.8% |
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