-1.0%
NCLH vs SM
+70.4%
-71.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -15.3% | +22.1% | +0.7% |
| 7D | +15.8% | -21.5% | +37.3% | +6.2% |
| 30D | +25.1% | -11.4% | +36.5% | +20.5% |
| 3M | -7.3% | +0.6% | -7.9% | -4.8% |
| 6M | +8.1% | +0.2% | +7.9% | +13.8% |
| YTD | -16.7% | +69.7% | -86.3% | -5.0% |
| 1Y | -1.0% | +71.6% | -72.6% | +10.9% |
| All | -1.0% | +70.4% | -71.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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