+11.1%
SMR vs NCLH
-19.8%
+30.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.2% | +16.4% | +15.7% |
| 7D | +21.4% | -0.3% | +21.6% | +21.4% |
| 30D | +13.8% | -20.1% | +33.9% | +24.3% |
| 3M | +3.9% | -17.0% | +20.9% | +10.4% |
| 6M | -4.2% | -23.2% | +19.0% | +5.2% |
| YTD | -21.1% | -31.0% | +9.9% | -11.4% |
| 1Y | -67.1% | -37.3% | -29.8% | -61.9% |
| 3Y | +88.9% | -5.6% | +94.4% | +86.9% |
| All | +11.1% | -19.8% | +30.9% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling