-56.6%
NCLH vs SPG
+113.9%
-170.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | +0.2% | +2.0% | -1.8% | -1.6% |
| 30D | +20.8% | +17.2% | +3.5% | +4.0% |
| 3M | -8.1% | +6.3% | -14.5% | -13.2% |
| 6M | +11.8% | +18.7% | -6.9% | -4.7% |
| YTD | -19.5% | +30.1% | -49.6% | -37.2% |
| 1Y | -3.2% | +32.8% | -36.0% | -25.8% |
| 3Y | +37.1% | +133.6% | -96.5% | -39.0% |
| 5Y | -29.9% | +84.4% | -114.3% | -60.5% |
| All | -56.6% | +113.9% | -170.5% | -83.2% |
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 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