-14.4%
SMR vs NCLH
-22.8%
+8.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -16.3% |
| 7D | -11.2% | -4.8% | -6.4% | -9.6% |
| 30D | -10.2% | -21.7% | +11.5% | -1.4% |
| 3M | -10.0% | -22.2% | +12.2% | -1.9% |
| 6M | -30.5% | -27.5% | -2.9% | -22.0% |
| YTD | -39.2% | -33.6% | -5.6% | -30.8% |
| 1Y | -75.5% | -45.0% | -30.5% | -70.2% |
| 3Y | +45.4% | -11.0% | +56.5% | +46.5% |
| All | -14.4% | -22.8% | +8.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling