+1,121.6%
SNPS vs NCLH
-38.0%
+1,159.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | -6.5% | -4.5% | -10.0% |
| 30D | -1.7% | -23.3% | +21.6% | +2.6% |
| 3M | -20.4% | -18.6% | -1.7% | -18.0% |
| 6M | -8.6% | -26.2% | +17.6% | -4.9% |
| YTD | -16.2% | -30.2% | +14.1% | -12.6% |
| 1Y | -34.6% | -39.2% | +4.6% | -30.4% |
| 3Y | -14.5% | -5.1% | -9.4% | -17.7% |
| 5Y | +17.0% | -36.8% | +53.8% | +14.0% |
| 10Y | +560.0% | -56.3% | +616.3% | +509.3% |
| All | +1,121.6% | -38.0% | +1,159.6% | +1,010.9% |
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 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