-40.7%
NCLH vs SMTC
+112.1%
-152.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | -6.5% | +17.5% | -24.1% | -10.7% |
| 30D | -22.1% | +21.3% | -43.4% | -27.1% |
| 3M | -18.7% | +3.1% | -21.8% | -22.5% |
| 6M | -28.4% | +81.7% | -110.1% | -44.1% |
| YTD | -34.7% | +115.9% | -150.7% | -52.0% |
| 1Y | -42.7% | +157.8% | -200.5% | -60.8% |
| 3Y | -10.6% | +557.3% | -567.9% | -64.7% |
| 5Y | -40.7% | +114.7% | -155.4% | -54.7% |
| All | -40.7% | +112.1% | -152.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling