-11.0%
NCLH vs SPMO
+155.8%
-166.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | -4.8% | -0.9% | -3.9% | -3.9% |
| 30D | -21.7% | -1.9% | -19.8% | -20.2% |
| 3M | -22.2% | -1.4% | -20.9% | -23.4% |
| 6M | -27.5% | +25.5% | -53.0% | -47.6% |
| YTD | -33.6% | +24.8% | -58.4% | -51.6% |
| 1Y | -45.0% | +24.5% | -69.5% | -59.8% |
| 3Y | -11.0% | +157.1% | -168.2% | -70.7% |
| All | -11.0% | +155.8% | -166.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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