-40.1%
NCLH vs SIRI
+12.7%
-52.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -4.6% | -3.9% | -0.7% | -2.9% |
| 30D | -19.9% | -0.8% | -19.1% | -19.8% |
| 3M | -22.0% | +4.3% | -26.3% | -23.5% |
| 6M | -28.3% | +34.1% | -62.3% | -37.7% |
| YTD | -33.5% | +47.3% | -80.8% | -45.2% |
| 1Y | -41.5% | +22.9% | -64.4% | -47.9% |
| 3Y | -8.9% | -24.6% | +15.7% | -7.9% |
| 5Y | -40.5% | -43.2% | +2.7% | -37.9% |
| 10Y | -57.0% | -12.3% | -44.7% | -62.3% |
| All | -40.1% | +12.7% | -52.8% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling