-58.0%
NCLH vs SIRI
-10.2%
-47.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | -21.7% | +2.5% | -24.2% | -22.7% |
| 3M | -22.2% | +6.6% | -28.9% | -24.6% |
| 6M | -27.5% | +32.9% | -60.4% | -36.9% |
| YTD | -33.6% | +50.5% | -84.1% | -45.9% |
| 1Y | -45.0% | +28.0% | -73.0% | -52.0% |
| 3Y | -11.0% | -22.4% | +11.4% | -11.3% |
| 5Y | -39.7% | -41.3% | +1.6% | -38.8% |
| All | -58.0% | -10.2% | -47.7% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling