-71.4%
NCLH vs SNAP
-77.0%
+5.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.8% | -2.8% |
| 7D | -6.5% | -3.2% | -3.4% | -5.9% |
| 30D | -22.1% | +0.2% | -22.3% | -22.4% |
| 3M | -18.7% | +2.6% | -21.3% | -20.0% |
| 6M | -28.4% | +12.4% | -40.8% | -31.3% |
| YTD | -34.7% | -31.6% | -3.1% | -30.3% |
| 1Y | -42.7% | -21.7% | -21.0% | -41.0% |
| 3Y | -10.6% | -41.2% | +30.6% | -7.8% |
| 5Y | -40.7% | -92.6% | +51.8% | -20.1% |
| All | -71.4% | -77.0% | +5.6% | -74.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling