-27.6%
NCLH vs SM
-33.2%
+5.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.2% | +9.4% | -9.2% | -1.9% |
| 30D | +20.8% | -14.4% | +35.1% | +23.9% |
| 3M | -8.1% | +1.6% | -9.7% | -10.1% |
| 6M | +11.8% | +6.3% | +5.5% | +6.0% |
| YTD | -19.5% | +78.8% | -98.3% | -34.7% |
| 1Y | -3.2% | +83.1% | -86.4% | -22.2% |
| 3Y | +37.1% | -5.9% | +43.0% | +26.2% |
| 5Y | -29.9% | +4.8% | -34.7% | -39.9% |
| 10Y | -53.3% | +17.5% | -70.8% | -78.3% |
| All | -27.6% | -33.2% | +5.7% | -67.4% |
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