+32.1%
SNOW vs NCLH
-10.1%
+42.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +1.5% | -20.1% | +21.6% | +8.8% |
| 3M | +39.5% | -17.0% | +56.6% | +46.2% |
| 6M | +85.9% | -23.2% | +109.1% | +97.0% |
| YTD | +52.9% | -31.0% | +84.0% | +65.1% |
| 1Y | +48.1% | -37.3% | +85.4% | +63.3% |
| 3Y | +102.2% | -5.6% | +107.8% | +79.3% |
| 5Y | +5.5% | -37.0% | +42.4% | -4.4% |
| All | +32.1% | -10.1% | +42.2% | +31.6% |
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 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