-27.7%
NCLH vs SUI
+354.0%
-381.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.7% |
| 7D | +2.0% | +6.2% | -4.2% | -1.3% |
| 30D | +19.1% | +8.6% | +10.5% | +13.4% |
| 3M | -7.5% | +1.0% | -8.5% | -8.3% |
| 6M | +1.0% | -2.6% | +3.6% | +1.8% |
| YTD | -19.7% | -0.1% | -19.6% | -20.2% |
| 1Y | -1.8% | +0.5% | -2.2% | -2.6% |
| 3Y | +36.7% | +15.3% | +21.4% | +22.6% |
| 5Y | -38.0% | -26.1% | -11.9% | -28.7% |
| 10Y | -51.6% | +117.8% | -169.4% | -64.1% |
| All | -27.7% | +354.0% | -381.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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