-37.9%
NCLH vs SMTC
+459.4%
-497.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.1% | -4.4% |
| 7D | -0.3% | +22.9% | -23.2% | -7.2% |
| 30D | -20.1% | +16.6% | -36.7% | -25.4% |
| 3M | -17.0% | +2.4% | -19.4% | -22.0% |
| 6M | -23.2% | +98.3% | -121.5% | -44.9% |
| YTD | -31.0% | +120.7% | -151.7% | -52.8% |
| 1Y | -37.3% | +168.3% | -205.5% | -60.9% |
| 3Y | -5.6% | +571.7% | -577.3% | -67.7% |
| 5Y | -37.0% | +114.0% | -151.0% | -65.0% |
| 10Y | -55.3% | +497.0% | -552.3% | -83.3% |
| All | -37.9% | +459.4% | -497.3% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling