+219.9%
SLV vs NCLH
-56.9%
+276.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -2.8% | -4.8% | +2.0% | -2.6% |
| 30D | -1.6% | -21.7% | +20.1% | -0.2% |
| 3M | -4.4% | -22.2% | +17.8% | -3.2% |
| 6M | -25.4% | -27.5% | +2.1% | -24.3% |
| YTD | -9.8% | -33.6% | +23.8% | -8.1% |
| 1Y | +53.8% | -45.0% | +98.8% | +57.8% |
| 3Y | +174.7% | -11.0% | +185.7% | +171.6% |
| 5Y | +164.3% | -39.7% | +204.0% | +161.2% |
| All | +219.9% | -56.9% | +276.8% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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