-10.9%
NCLH vs SGI
+55.1%
-65.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.2% |
| 7D | -4.6% | +0.6% | -5.2% | -5.0% |
| 30D | -19.9% | +5.5% | -25.5% | -23.0% |
| 3M | -22.0% | -3.6% | -18.4% | -20.3% |
| 6M | -28.3% | -15.0% | -13.3% | -20.6% |
| YTD | -33.5% | -23.0% | -10.4% | -23.0% |
| 1Y | -41.5% | -18.4% | -23.1% | -35.7% |
| All | -10.9% | +55.1% | -65.9% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling