-42.7%
NCLH vs SN
+41.3%
-84.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | +0.1% |
| 7D | -6.5% | -7.2% | +0.7% | -2.9% |
| 30D | -22.1% | -13.4% | -8.7% | -16.4% |
| 3M | -18.7% | +26.8% | -45.5% | -29.3% |
| 6M | -28.4% | +44.6% | -73.0% | -42.9% |
| YTD | -34.7% | +45.3% | -80.0% | -48.0% |
| 1Y | -42.7% | +40.1% | -82.8% | -55.1% |
| All | -42.7% | +41.3% | -84.0% | -55.1% |
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