-37.2%
NCLH vs SM
-25.7%
-11.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -23.3% | +26.3% | -49.6% | -27.7% |
| 3M | -18.6% | +8.7% | -27.3% | -21.7% |
| 6M | -26.2% | +51.7% | -77.9% | -36.1% |
| YTD | -30.2% | +99.0% | -129.3% | -44.0% |
| 1Y | -39.2% | +34.6% | -73.7% | -46.6% |
| 3Y | -5.1% | -7.8% | +2.7% | -11.2% |
| 5Y | -36.8% | +104.8% | -141.5% | -53.2% |
| 10Y | -56.3% | +7.2% | -63.5% | -79.7% |
| All | -37.2% | -25.7% | -11.5% | -72.0% |
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