-75.6%
NCLH vs SPMO
+562.6%
-638.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | +0.2% |
| 7D | -6.5% | +0.1% | -6.6% | -6.7% |
| 30D | -22.1% | -0.7% | -21.4% | -21.6% |
| 3M | -18.7% | +2.8% | -21.5% | -23.9% |
| 6M | -28.4% | +24.4% | -52.8% | -46.9% |
| YTD | -34.7% | +24.2% | -58.9% | -51.3% |
| 1Y | -42.7% | +24.5% | -67.2% | -57.4% |
| 3Y | -10.6% | +155.6% | -166.2% | -71.3% |
| 5Y | -40.7% | +148.2% | -188.9% | -79.5% |
| 10Y | -57.8% | +514.8% | -572.6% | -93.1% |
| All | -75.6% | +562.6% | -638.2% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling