-37.2%
NCLH vs SGI
+744.6%
-781.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -6.5% | +8.5% | -15.0% | -10.5% |
| 30D | -23.3% | +0.7% | -24.0% | -23.7% |
| 3M | -18.6% | +0.6% | -19.2% | -19.0% |
| 6M | -26.2% | -17.9% | -8.3% | -18.3% |
| YTD | -30.2% | -21.2% | -9.1% | -21.9% |
| 1Y | -39.2% | -18.9% | -20.3% | -33.5% |
| 3Y | -5.1% | +52.6% | -57.7% | -24.6% |
| 5Y | -36.8% | +60.7% | -97.5% | -52.4% |
| 10Y | -56.3% | +278.1% | -334.4% | -80.1% |
| All | -37.2% | +744.6% | -781.8% | -72.5% |
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