-1.0%
NCLH vs SRE
-7.5%
+6.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.9% | +9.7% | +6.8% |
| 7D | +15.8% | -2.1% | +17.9% | +15.8% |
| 30D | +25.1% | +6.1% | +19.0% | +25.2% |
| 3M | -7.3% | -3.5% | -3.8% | -7.9% |
| 6M | +8.1% | -10.8% | +18.9% | +7.3% |
| YTD | -16.7% | -4.0% | -12.7% | -17.5% |
| 1Y | -1.0% | -7.7% | +6.6% | -2.3% |
| All | -1.0% | -7.5% | +6.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling