-40.2%
NCLH vs SNY
+54.5%
-94.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -3.3% | -1.5% | -3.5% |
| 30D | -21.7% | -2.2% | -19.5% | -21.0% |
| 3M | -22.2% | -3.0% | -19.2% | -21.2% |
| 6M | -27.5% | +2.7% | -30.3% | -28.0% |
| YTD | -33.6% | -6.8% | -26.8% | -31.4% |
| 1Y | -45.0% | -5.3% | -39.7% | -43.7% |
| 3Y | -11.0% | -9.8% | -1.3% | -10.9% |
| 5Y | -39.7% | +9.7% | -49.4% | -46.0% |
| 10Y | -57.0% | +64.5% | -121.5% | -67.6% |
| All | -40.2% | +54.5% | -94.7% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling