-1.0%
NCLH vs SN
+156.5%
-157.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.4% |
| 7D | +15.8% | +10.6% | +5.2% | +9.6% |
| 30D | +25.1% | +20.0% | +5.1% | +13.2% |
| 3M | -7.3% | +30.4% | -37.7% | -20.5% |
| 6M | +8.1% | +91.0% | -82.8% | -27.3% |
| YTD | -16.7% | +95.9% | -112.6% | -45.6% |
| 1Y | -1.0% | +158.9% | -159.9% | -41.3% |
| All | -1.0% | +156.5% | -157.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling