-29.5%
NCLH vs SNAP
-90.3%
+60.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.4% |
| 7D | +1.7% | +2.6% | -0.9% | +1.0% |
| 30D | +17.9% | -19.6% | +37.5% | +24.4% |
| 3M | -4.5% | +0.4% | -4.9% | -5.7% |
| 6M | +12.9% | -5.9% | +18.8% | +12.4% |
| YTD | -19.1% | -35.3% | +16.2% | -12.0% |
| 1Y | -4.6% | -42.6% | +37.9% | +6.9% |
| 3Y | +37.0% | -53.9% | +90.9% | +48.7% |
| 5Y | -29.5% | -90.3% | +60.7% | +13.9% |
| All | -29.5% | -90.3% | +60.8% | +13.9% |
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