-71.9%
NCLH vs SITM
+4,789.7%
-4,861.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.2% |
| 7D | -4.8% | +3.9% | -8.7% | -5.8% |
| 30D | -21.7% | -6.6% | -15.1% | -20.7% |
| 3M | -22.2% | -11.9% | -10.4% | -22.6% |
| 6M | -27.5% | +81.1% | -108.7% | -43.4% |
| YTD | -33.6% | +80.0% | -113.6% | -49.1% |
| 1Y | -45.0% | +145.8% | -190.8% | -62.7% |
| 3Y | -11.0% | +475.9% | -486.9% | -59.3% |
| 5Y | -39.7% | +189.2% | -228.9% | -70.0% |
| All | -71.9% | +4,789.7% | -4,861.6% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling