-40.7%
NCLH vs SGI
+45.9%
-86.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | +0.3% |
| 7D | -6.5% | -4.9% | -1.6% | -3.1% |
| 30D | -22.1% | +1.6% | -23.7% | -23.2% |
| 3M | -18.7% | -3.2% | -15.5% | -17.3% |
| 6M | -28.4% | -16.0% | -12.4% | -19.4% |
| YTD | -34.7% | -25.4% | -9.3% | -21.5% |
| 1Y | -42.7% | -21.6% | -21.1% | -34.5% |
| 3Y | -10.6% | +52.9% | -63.5% | -38.7% |
| 5Y | -40.7% | +47.5% | -88.2% | -65.7% |
| All | -40.7% | +45.9% | -86.7% | -65.7% |
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