-10.9%
NCLH vs SM
-1.2%
-9.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -19.9% | +20.3% | -40.2% | -21.8% |
| 3M | -22.0% | +22.9% | -44.9% | -24.6% |
| 6M | -28.3% | +47.8% | -76.1% | -35.6% |
| YTD | -33.5% | +107.5% | -140.9% | -47.0% |
| 1Y | -41.5% | +51.7% | -93.2% | -48.5% |
| All | -10.9% | -1.2% | -9.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling