-37.2%
NCLH vs SIMO
+2,217.4%
-2,254.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -2.1% |
| 7D | -6.5% | +4.2% | -10.7% | -7.5% |
| 30D | -23.3% | +4.1% | -27.4% | -24.6% |
| 3M | -18.6% | -12.9% | -5.7% | -19.0% |
| 6M | -26.2% | +110.3% | -136.6% | -43.8% |
| YTD | -30.2% | +178.6% | -208.8% | -51.7% |
| 1Y | -39.2% | +220.0% | -259.1% | -59.7% |
| 3Y | -5.1% | +409.0% | -414.1% | -46.0% |
| 5Y | -36.8% | +277.3% | -314.1% | -62.3% |
| 10Y | -56.3% | +506.6% | -562.9% | -78.5% |
| All | -37.2% | +2,217.4% | -2,254.6% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling