-71.9%
NCLH vs SITM
+4,437.5%
-4,509.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | -4.6% | +3.7% | -8.3% | -5.6% |
| 30D | -19.9% | -14.5% | -5.4% | -17.0% |
| 3M | -22.0% | -10.6% | -11.4% | -22.7% |
| 6M | -28.3% | +65.5% | -93.8% | -42.5% |
| YTD | -33.5% | +67.0% | -100.5% | -48.0% |
| 1Y | -41.5% | +138.6% | -180.1% | -60.1% |
| 3Y | -8.9% | +421.8% | -430.7% | -57.2% |
| 5Y | -40.5% | +172.4% | -212.9% | -69.9% |
| All | -71.9% | +4,437.5% | -4,509.3% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling