-10.9%
NCLH vs SPG
+106.5%
-117.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.3% |
| 7D | -4.6% | -1.7% | -3.0% | -3.2% |
| 30D | -19.9% | -6.3% | -13.7% | -15.1% |
| 3M | -22.0% | -2.4% | -19.5% | -20.0% |
| 6M | -28.3% | +9.6% | -37.9% | -33.9% |
| YTD | -33.5% | +14.2% | -47.7% | -40.8% |
| 1Y | -41.5% | +19.3% | -60.8% | -50.2% |
| All | -10.9% | +106.5% | -117.4% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling