-58.0%
NCLH vs SSNC
+173.6%
-231.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.2% |
| 7D | -4.8% | -4.0% | -0.8% | -1.3% |
| 30D | -21.7% | +0.5% | -22.2% | -22.1% |
| 3M | -22.2% | +18.9% | -41.2% | -34.1% |
| 6M | -27.5% | +10.8% | -38.4% | -34.9% |
| YTD | -33.6% | -7.1% | -26.5% | -30.8% |
| 1Y | -45.0% | -9.6% | -35.4% | -41.5% |
| 3Y | -11.0% | +51.1% | -62.1% | -41.0% |
| 5Y | -39.7% | +19.7% | -59.4% | -49.7% |
| All | -58.0% | +173.6% | -231.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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