-41.4%
NCLH vs SITM
+187.3%
-228.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.3% |
| 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% | -22.4% |
| 6M | -27.5% | +81.1% | -108.7% | -43.1% |
| YTD | -33.6% | +80.0% | -113.6% | -48.9% |
| 1Y | -45.0% | +145.8% | -190.8% | -62.6% |
| 3Y | -11.0% | +475.9% | -486.9% | -60.0% |
| All | -41.4% | +187.3% | -228.7% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling