-18.2%
NCLH vs SN
+650.0%
-668.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -2.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.1% |
| 30D | +17.9% | +16.6% | +1.3% | +10.9% |
| 3M | -4.5% | +18.3% | -22.8% | -11.0% |
| 6M | +12.9% | +103.1% | -90.2% | -16.2% |
| YTD | -19.1% | +96.7% | -115.8% | -39.3% |
| 1Y | -4.6% | +134.3% | -139.0% | -32.9% |
| 3Y | +37.0% | +425.2% | -388.2% | -21.4% |
| All | -18.2% | +650.0% | -668.2% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling