+3.5%
SNOW vs NCLH
-42.0%
+45.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -7.5% | -6.5% | -1.0% | -5.2% |
| 30D | -1.3% | -22.1% | +20.8% | +8.1% |
| 3M | +37.4% | -18.7% | +56.1% | +46.2% |
| 6M | +88.1% | -28.4% | +116.5% | +106.3% |
| YTD | +50.3% | -34.7% | +85.0% | +67.3% |
| 1Y | +46.0% | -42.7% | +88.7% | +69.3% |
| 3Y | +98.7% | -10.6% | +109.3% | +70.1% |
| 5Y | +3.5% | -40.7% | +44.3% | -9.9% |
| All | +3.5% | -42.0% | +45.5% | -9.9% |
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