+180.6%
SLV vs NCLH
-7.2%
+187.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +3.3% | -20.1% | +23.3% | +5.3% |
| 3M | -3.6% | -17.0% | +13.4% | -2.4% |
| 6M | -21.8% | -23.2% | +1.4% | -20.6% |
| YTD | -7.8% | -31.0% | +23.2% | -5.9% |
| 1Y | +58.3% | -37.3% | +95.5% | +62.1% |
| All | +180.6% | -7.2% | +187.8% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling