-39.2%
NCLH vs SPG
+21.3%
-60.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | -6.5% | -2.4% | -4.1% | -4.5% |
| 30D | -23.3% | -6.8% | -16.5% | -18.5% |
| 3M | -18.6% | +2.7% | -21.3% | -19.8% |
| 6M | -26.2% | +5.5% | -31.7% | -29.3% |
| YTD | -30.2% | +15.7% | -45.9% | -36.1% |
| 1Y | -39.2% | +20.9% | -60.0% | -44.2% |
| All | -39.2% | +21.3% | -60.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling