-27.6%
NCLH vs SIMO
+1,437.5%
-1,465.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.7% |
| 7D | +0.2% | +4.1% | -3.9% | -0.7% |
| 30D | +20.8% | -24.0% | +44.8% | +26.6% |
| 3M | -8.1% | -31.8% | +23.6% | -2.9% |
| 6M | +11.8% | -36.9% | +48.7% | +15.8% |
| YTD | -19.5% | +84.8% | -104.4% | -40.4% |
| 1Y | -3.2% | +99.0% | -102.2% | -30.0% |
| 3Y | +37.1% | +217.9% | -180.8% | -15.1% |
| 5Y | -29.9% | +171.5% | -201.4% | -56.2% |
| 10Y | -53.3% | +393.3% | -446.5% | -75.9% |
| All | -27.6% | +1,437.5% | -1,465.1% | -65.9% |
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