-58.0%
NCLH vs SRE
+122.3%
-180.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | -4.8% | -0.8% | -4.0% | -4.3% |
| 30D | -21.7% | -3.0% | -18.7% | -20.5% |
| 3M | -22.2% | -8.3% | -13.9% | -18.3% |
| 6M | -27.5% | -8.9% | -18.6% | -24.0% |
| YTD | -33.6% | -4.3% | -29.3% | -33.2% |
| 1Y | -45.0% | +2.7% | -47.7% | -47.8% |
| 3Y | -11.0% | +28.7% | -39.7% | -32.7% |
| 5Y | -39.7% | +47.1% | -86.9% | -60.0% |
| All | -58.0% | +122.3% | -180.3% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling