-27.1%
NCLH vs SM
-33.2%
+6.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.2% | -5.2% |
| 7D | +1.7% | +10.6% | -8.9% | -0.7% |
| 30D | +17.9% | -15.0% | +32.9% | +21.1% |
| 3M | -4.5% | +1.7% | -6.2% | -6.6% |
| 6M | +12.9% | +5.9% | +7.0% | +7.1% |
| YTD | -19.1% | +79.0% | -98.1% | -34.4% |
| 1Y | -4.6% | +84.7% | -89.3% | -23.5% |
| 3Y | +37.0% | -3.5% | +40.5% | +25.3% |
| 5Y | -29.5% | +4.9% | -34.5% | -39.6% |
| 10Y | -53.0% | +17.7% | -70.7% | -78.2% |
| All | -27.1% | -33.2% | +6.0% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling