-40.1%
NCLH vs SPXS
-99.9%
+59.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -5.0% | -2.7% |
| 7D | -4.6% | +1.2% | -5.9% | -3.9% |
| 30D | -19.9% | +5.2% | -25.1% | -17.3% |
| 3M | -22.0% | -9.2% | -12.8% | -25.0% |
| 6M | -28.3% | -29.6% | +1.3% | -38.7% |
| YTD | -33.5% | -27.6% | -5.8% | -41.4% |
| 1Y | -41.5% | -36.7% | -4.7% | -51.5% |
| 3Y | -8.9% | -79.8% | +70.9% | -51.0% |
| 5Y | -40.5% | -85.9% | +45.4% | -63.5% |
| 10Y | -57.0% | -99.5% | +42.6% | -89.8% |
| All | -40.1% | -99.9% | +59.8% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling