-39.2%
NCLH vs SITM
+174.8%
-213.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.7% | -0.6% |
| 7D | -6.5% | +9.7% | -16.2% | -7.1% |
| 30D | -23.3% | +12.7% | -36.0% | -24.1% |
| 3M | -18.6% | -13.4% | -5.2% | -17.3% |
| 6M | -26.2% | +59.6% | -85.9% | -33.0% |
| YTD | -30.2% | +73.3% | -103.5% | -37.6% |
| 1Y | -39.2% | +165.5% | -204.7% | -47.6% |
| All | -39.2% | +174.8% | -213.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling