-10.9%
NCLH vs SN
+368.4%
-379.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -1.9% |
| 7D | -4.6% | -3.4% | -1.2% | -3.1% |
| 30D | -19.9% | -9.1% | -10.9% | -16.4% |
| 3M | -22.0% | +31.8% | -53.7% | -32.0% |
| 6M | -28.3% | +52.0% | -80.3% | -41.8% |
| YTD | -33.5% | +51.3% | -84.8% | -46.0% |
| 1Y | -41.5% | +46.9% | -88.3% | -52.2% |
| All | -10.9% | +368.4% | -379.3% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling