-58.0%
NCLH vs SMTC
+548.2%
-606.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | 0.0% |
| 7D | -4.8% | +13.1% | -17.9% | -9.0% |
| 30D | -21.7% | +19.5% | -41.1% | -27.6% |
| 3M | -22.2% | +2.2% | -24.5% | -26.9% |
| 6M | -27.5% | +94.9% | -122.4% | -48.2% |
| YTD | -33.6% | +127.0% | -160.6% | -55.7% |
| 1Y | -45.0% | +174.6% | -219.6% | -66.6% |
| 3Y | -11.0% | +615.9% | -627.0% | -72.3% |
| 5Y | -39.7% | +125.6% | -165.3% | -67.4% |
| All | -58.0% | +548.2% | -606.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling