-41.4%
NCLH vs SRE
+45.6%
-87.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -21.7% | -3.0% | -18.7% | -20.8% |
| 3M | -22.2% | -8.3% | -13.9% | -19.5% |
| 6M | -27.5% | -8.9% | -18.6% | -25.1% |
| YTD | -33.6% | -4.3% | -29.3% | -33.4% |
| 1Y | -45.0% | +2.7% | -47.7% | -47.1% |
| 3Y | -11.0% | +28.7% | -39.7% | -28.4% |
| All | -41.4% | +45.6% | -87.0% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling