+11.6%
NCLH vs SIMO
-33.8%
+45.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.4% |
| 7D | +6.3% | -16.0% | +22.3% | +6.0% |
| 30D | +18.9% | -35.8% | +54.6% | +17.7% |
| 3M | -0.2% | -26.5% | +26.3% | 0.0% |
| All | +11.6% | -33.8% | +45.4% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling