-40.1%
NCLH vs SRE
+252.9%
-293.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -4.6% | +1.5% | -6.1% | -5.5% |
| 30D | -19.9% | +0.8% | -20.8% | -20.8% |
| 3M | -22.0% | -5.8% | -16.2% | -19.7% |
| 6M | -28.3% | -7.8% | -20.5% | -25.6% |
| YTD | -33.5% | -2.4% | -31.1% | -33.9% |
| 1Y | -41.5% | +8.9% | -50.4% | -46.2% |
| 3Y | -8.9% | +31.1% | -40.0% | -29.7% |
| 5Y | -40.5% | +48.6% | -89.1% | -58.6% |
| 10Y | -57.0% | +126.1% | -183.1% | -73.2% |
| All | -40.1% | +252.9% | -293.0% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling