-45.0%
NCLH vs SNAP
-19.8%
-25.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.9% |
| 7D | -4.8% | +3.8% | -8.7% | -5.8% |
| 30D | -21.7% | +9.2% | -30.9% | -23.8% |
| 3M | -22.2% | +6.6% | -28.8% | -24.8% |
| 6M | -27.5% | +16.9% | -44.4% | -32.1% |
| YTD | -33.6% | -29.6% | -4.0% | -31.1% |
| 1Y | -45.0% | -22.1% | -22.9% | -43.1% |
| All | -45.0% | -19.8% | -25.2% | -43.1% |
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