+45.6%
SMH vs NCLH
-23.5%
+69.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.9% |
| 7D | +4.3% | -4.6% | +8.9% | +5.5% |
| 30D | +0.9% | -19.9% | +20.8% | +6.3% |
| 3M | -2.8% | -22.0% | +19.1% | +1.1% |
| 6M | +45.6% | -28.3% | +73.9% | +54.8% |
| All | +45.6% | -23.5% | +69.2% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling