-39.2%
NCLH vs SN
+46.4%
-85.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -6.5% | -9.3% | +2.8% | -1.9% |
| 30D | -23.3% | -4.8% | -18.5% | -21.5% |
| 3M | -18.6% | +40.4% | -59.0% | -32.9% |
| 6M | -26.2% | +50.9% | -77.2% | -42.5% |
| YTD | -30.2% | +54.9% | -85.2% | -46.2% |
| 1Y | -39.2% | +43.0% | -82.2% | -52.2% |
| All | -39.2% | +46.4% | -85.5% | -52.2% |
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