-41.4%
NCLH vs SIRI
-41.5%
+0.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | -21.7% | +2.5% | -24.2% | -22.3% |
| 3M | -22.2% | +6.6% | -28.9% | -23.5% |
| 6M | -27.5% | +32.9% | -60.4% | -32.7% |
| YTD | -33.6% | +50.5% | -84.1% | -40.5% |
| 1Y | -45.0% | +28.0% | -73.0% | -48.8% |
| 3Y | -11.0% | -22.4% | +11.4% | -10.4% |
| All | -41.4% | -41.5% | +0.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling