-40.5%
NCLH vs SNAP
-92.8%
+52.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.9% |
| 7D | -4.6% | -5.0% | +0.4% | -3.3% |
| 30D | -19.9% | -0.7% | -19.2% | -20.1% |
| 3M | -22.0% | -5.0% | -17.0% | -21.8% |
| 6M | -28.3% | +3.5% | -31.8% | -30.2% |
| YTD | -33.5% | -34.2% | +0.7% | -27.5% |
| 1Y | -41.5% | -27.1% | -14.4% | -38.4% |
| 3Y | -8.9% | -43.5% | +34.6% | -5.6% |
| 5Y | -40.5% | -92.9% | +52.4% | -17.9% |
| All | -40.5% | -92.8% | +52.4% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling