-40.5%
NCLH vs SPG
+104.0%
-144.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.0% |
| 7D | -4.6% | -1.7% | -3.0% | -3.0% |
| 30D | -19.9% | -6.3% | -13.7% | -14.5% |
| 3M | -22.0% | -2.4% | -19.5% | -20.0% |
| 6M | -28.3% | +9.6% | -37.9% | -34.7% |
| YTD | -33.5% | +14.2% | -47.7% | -41.9% |
| 1Y | -41.5% | +19.3% | -60.8% | -51.4% |
| 3Y | -8.9% | +106.7% | -115.6% | -58.3% |
| 5Y | -40.5% | +104.2% | -144.7% | -71.9% |
| All | -40.5% | +104.0% | -144.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling