+1,817.6%
SMH vs NCLH
-56.9%
+1,874.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +0.3% | -4.8% | +5.1% | +1.4% |
| 30D | -2.8% | -21.7% | +18.9% | +2.5% |
| 3M | -6.7% | -22.2% | +15.5% | -2.1% |
| 6M | +41.8% | -27.5% | +69.3% | +50.4% |
| YTD | +57.9% | -33.6% | +91.5% | +69.3% |
| 1Y | +87.6% | -45.0% | +132.6% | +108.6% |
| 3Y | +282.9% | -11.0% | +294.0% | +269.3% |
| 5Y | +330.4% | -39.7% | +370.1% | +323.8% |
| All | +1,817.6% | -56.9% | +1,874.6% | +1,912.7% |
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