-37.0%
NCLH vs SIMO
+297.1%
-334.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -2.4% |
| 7D | -0.3% | +14.6% | -14.9% | -3.1% |
| 30D | -20.1% | +6.2% | -26.3% | -21.4% |
| 3M | -17.0% | +3.6% | -20.6% | -20.2% |
| 6M | -23.2% | +130.8% | -154.0% | -43.1% |
| YTD | -31.0% | +195.8% | -226.8% | -53.9% |
| 1Y | -37.3% | +225.0% | -262.3% | -59.7% |
| 3Y | -5.6% | +452.3% | -457.9% | -50.7% |
| 5Y | -37.0% | +303.6% | -340.6% | -63.1% |
| All | -37.0% | +297.1% | -334.1% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling