-39.2%
NCLH vs SRE
+4.7%
-43.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | -23.3% | -0.7% | -22.6% | -23.3% |
| 3M | -18.6% | -6.3% | -12.3% | -18.5% |
| 6M | -26.2% | -10.7% | -15.6% | -25.9% |
| YTD | -30.2% | -3.5% | -26.8% | -31.3% |
| 1Y | -39.2% | +5.3% | -44.5% | -44.1% |
| All | -39.2% | +4.7% | -43.8% | -44.1% |
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