-37.9%
NCLH vs SSNC
+707.1%
-745.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | +1.7% |
| 7D | -0.3% | -1.8% | +1.5% | +1.0% |
| 30D | -20.1% | +1.9% | -22.0% | -21.2% |
| 3M | -17.0% | +18.4% | -35.4% | -27.4% |
| 6M | -23.2% | +7.0% | -30.2% | -27.9% |
| YTD | -31.0% | -6.9% | -24.1% | -28.6% |
| 1Y | -37.3% | -8.2% | -29.1% | -34.6% |
| 3Y | -5.6% | +50.5% | -56.1% | -31.5% |
| 5Y | -37.0% | +17.4% | -54.4% | -44.2% |
| 10Y | -55.3% | +164.9% | -220.2% | -72.6% |
| All | -37.9% | +707.1% | -745.0% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling