-27.6%
NCLH vs SGI
+634.5%
-662.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.2% | -5.3% | +5.5% | +3.0% |
| 30D | +20.8% | -2.1% | +22.8% | +21.9% |
| 3M | -8.1% | -8.2% | 0.0% | -4.4% |
| 6M | +11.8% | -4.6% | +16.4% | +14.4% |
| YTD | -19.5% | -31.5% | +11.9% | -3.3% |
| 1Y | -3.2% | -30.8% | +27.6% | +15.6% |
| 3Y | +37.1% | +67.2% | -30.1% | +4.5% |
| 5Y | -29.9% | +42.5% | -72.4% | -43.8% |
| 10Y | -53.3% | +321.9% | -375.1% | -78.1% |
| All | -27.6% | +634.5% | -662.0% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling