-73.1%
SMR vs NCLH
-38.5%
-34.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.4% | -6.5% | +10.9% | +7.2% |
| 30D | +3.4% | -23.3% | +26.7% | +15.1% |
| 3M | -19.2% | -18.6% | -0.6% | -13.5% |
| 6M | -22.6% | -26.2% | +3.6% | -15.3% |
| YTD | -31.5% | -30.2% | -1.3% | -25.1% |
| 1Y | -73.1% | -39.2% | -33.9% | -69.1% |
| All | -73.1% | -38.5% | -34.6% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling