-58.0%
NCLH vs SGI
+270.1%
-328.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -4.8% | -4.5% | -0.4% | -2.2% |
| 30D | -21.7% | +4.2% | -25.8% | -23.6% |
| 3M | -22.2% | -7.4% | -14.8% | -18.9% |
| 6M | -27.5% | -15.1% | -12.5% | -20.3% |
| YTD | -33.6% | -24.7% | -8.9% | -22.7% |
| 1Y | -45.0% | -21.8% | -23.2% | -38.0% |
| 3Y | -11.0% | +50.0% | -61.1% | -31.4% |
| 5Y | -39.7% | +48.9% | -88.7% | -55.2% |
| All | -58.0% | +270.1% | -328.0% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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