-28.0%
NCLH vs SOUN
-25.7%
-2.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -4.6% | -4.4% | -0.2% | -4.2% |
| 30D | -19.9% | -13.1% | -6.8% | -18.9% |
| 3M | -22.0% | -7.7% | -14.3% | -21.7% |
| 6M | -28.3% | -21.2% | -7.1% | -27.4% |
| YTD | -33.5% | -35.0% | +1.5% | -31.6% |
| 1Y | -41.5% | -56.4% | +14.9% | -37.9% |
| 3Y | -8.9% | +181.7% | -190.6% | -23.7% |
| All | -28.0% | -25.7% | -2.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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