+37.9%
NCLH vs SNAP
-53.9%
+91.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.4% |
| 7D | +1.7% | +2.6% | -0.9% | +0.9% |
| 30D | +17.9% | -19.6% | +37.5% | +24.8% |
| 3M | -4.5% | +0.4% | -4.9% | -5.9% |
| 6M | +12.9% | -5.9% | +18.8% | +12.2% |
| YTD | -19.1% | -35.3% | +16.2% | -11.5% |
| 1Y | -4.6% | -42.6% | +37.9% | +7.8% |
| All | +37.9% | -53.9% | +91.8% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling