+40.4%
NCLH vs SIMO
+220.9%
-180.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.7% |
| 7D | +6.3% | -16.0% | +22.3% | +8.6% |
| 30D | +18.9% | -35.8% | +54.6% | +25.6% |
| 3M | -0.2% | -26.5% | +26.3% | +2.3% |
| 6M | +8.4% | -33.0% | +41.4% | +9.5% |
| YTD | -17.1% | +84.3% | -101.4% | -41.1% |
| 1Y | -2.8% | +82.0% | -84.8% | -30.9% |
| 3Y | +40.4% | +218.5% | -178.1% | -26.8% |
| All | +40.4% | +220.9% | -180.4% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling