-70.9%
NCLH vs SNAP
-77.9%
+7.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.0% |
| 7D | -4.6% | -5.0% | +0.4% | -3.5% |
| 30D | -19.9% | -0.7% | -19.2% | -20.0% |
| 3M | -22.0% | -5.0% | -17.0% | -21.8% |
| 6M | -28.3% | +3.5% | -31.8% | -29.9% |
| YTD | -33.5% | -34.2% | +0.7% | -28.3% |
| 1Y | -41.5% | -27.1% | -14.4% | -38.7% |
| 3Y | -8.9% | -43.5% | +34.6% | -5.2% |
| 5Y | -40.5% | -92.9% | +52.4% | -19.0% |
| All | -70.9% | -77.9% | +7.0% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling