-39.2%
NCLH vs SNAP
-24.3%
-14.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.0% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | -23.3% | +2.6% | -25.9% | -24.2% |
| 3M | -18.6% | -9.9% | -8.7% | -17.3% |
| 6M | -26.2% | +1.9% | -28.1% | -28.6% |
| YTD | -30.2% | -32.2% | +2.0% | -26.1% |
| 1Y | -39.2% | -22.8% | -16.3% | -36.8% |
| All | -39.2% | -24.3% | -14.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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