-58.7%
NCLH vs SPG
+64.3%
-123.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -6.5% | -2.2% | -4.3% | -4.6% |
| 30D | -22.1% | -5.8% | -16.3% | -17.6% |
| 3M | -18.7% | -2.8% | -15.9% | -16.4% |
| 6M | -28.4% | +8.9% | -37.3% | -33.9% |
| YTD | -34.7% | +14.3% | -49.0% | -42.5% |
| 1Y | -42.7% | +19.5% | -62.2% | -51.9% |
| 3Y | -10.6% | +106.9% | -117.5% | -55.6% |
| 5Y | -40.7% | +108.7% | -149.5% | -70.3% |
| All | -58.7% | +64.3% | -123.0% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling