-12.5%
NCLH vs SRE
+29.3%
-41.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -6.5% | -0.7% | -5.9% | -6.3% |
| 30D | -22.1% | -1.7% | -20.4% | -21.8% |
| 3M | -18.7% | -7.1% | -11.6% | -16.8% |
| 6M | -28.4% | -8.4% | -20.0% | -26.6% |
| YTD | -34.7% | -3.5% | -31.2% | -34.8% |
| 1Y | -42.7% | +5.4% | -48.1% | -45.3% |
| All | -12.5% | +29.3% | -41.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling