-29.6%
NCLH vs SGI
+41.4%
-71.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.2% | -5.3% | +5.5% | +4.0% |
| 30D | +20.8% | -2.1% | +22.8% | +22.1% |
| 3M | -8.1% | -8.2% | 0.0% | -3.2% |
| 6M | +11.8% | -4.6% | +16.4% | +14.6% |
| YTD | -19.5% | -31.5% | +11.9% | +2.3% |
| 1Y | -3.2% | -30.8% | +27.6% | +22.0% |
| 3Y | +37.1% | +67.2% | -30.1% | -12.8% |
| All | -29.6% | +41.4% | -71.0% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling