+1,335.1%
SNPS vs NCLH
-28.0%
+1,363.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.8% |
| 7D | +5.1% | +1.7% | +3.4% | +4.8% |
| 30D | -6.4% | +17.9% | -24.3% | -9.1% |
| 3M | +12.2% | -4.5% | +16.8% | +12.7% |
| 6M | -9.8% | +12.9% | -22.7% | -12.5% |
| YTD | -1.5% | -19.1% | +17.6% | -0.1% |
| 1Y | +16.0% | -4.6% | +20.7% | +14.2% |
| 3Y | -10.8% | +37.0% | -47.8% | -19.1% |
| 5Y | +33.3% | -29.5% | +62.9% | +27.4% |
| 10Y | +675.9% | -53.0% | +728.9% | +608.6% |
| All | +1,335.1% | -28.0% | +1,363.2% | +1,170.2% |
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