-1.0%
NCLH vs SITM
+47.5%
-48.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.4% | +16.1% | +7.2% |
| 7D | +15.8% | -19.5% | +35.4% | +17.0% |
| 30D | +25.1% | -43.2% | +68.3% | +28.8% |
| 3M | -7.3% | -30.8% | +23.5% | -5.7% |
| 6M | +8.1% | -28.6% | +36.7% | +9.0% |
| YTD | -16.7% | +14.2% | -30.8% | -22.5% |
| 1Y | -1.0% | +44.4% | -45.4% | -8.5% |
| All | -1.0% | +47.5% | -48.5% | -8.5% |
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