+660.9%
SNPS vs NCLH
-53.4%
+714.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | +1.1% | +0.2% | +0.8% | +1.0% |
| 30D | -5.2% | +20.8% | -25.9% | -8.2% |
| 3M | +10.6% | -8.1% | +18.7% | +11.8% |
| 6M | -10.6% | +11.8% | -22.4% | -13.1% |
| YTD | -3.1% | -19.5% | +16.4% | -1.6% |
| 1Y | +15.6% | -3.2% | +18.8% | +13.4% |
| 3Y | -12.9% | +37.1% | -50.0% | -20.9% |
| 5Y | +31.2% | -29.9% | +61.1% | +25.3% |
| All | +660.9% | -53.4% | +714.3% | +644.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling