-41.5%
NCLH vs SIMO
+234.0%
-275.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.6% |
| 7D | -4.6% | +14.5% | -19.1% | -5.3% |
| 30D | -19.9% | +20.4% | -40.4% | -20.7% |
| 3M | -22.0% | +7.1% | -29.1% | -22.5% |
| 6M | -28.3% | +129.2% | -157.5% | -37.2% |
| YTD | -33.5% | +201.9% | -235.4% | -47.7% |
| 1Y | -41.5% | +235.5% | -277.0% | -55.1% |
| All | -41.5% | +234.0% | -275.4% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling