-39.2%
NCLH vs SM
+36.8%
-75.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -1.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.6% |
| 30D | -23.3% | +25.6% | -48.9% | -17.5% |
| 3M | -18.6% | +8.0% | -26.7% | -14.7% |
| 6M | -26.2% | +50.8% | -77.0% | -19.5% |
| YTD | -30.2% | +97.9% | -128.1% | -25.3% |
| 1Y | -39.2% | +33.8% | -73.0% | -34.3% |
| All | -39.2% | +36.8% | -75.9% | -34.3% |
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