-41.4%
NCLH vs SPXU
-86.1%
+44.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.2% |
| 7D | -4.8% | +2.5% | -7.3% | -3.2% |
| 30D | -21.7% | +4.2% | -25.9% | -19.3% |
| 3M | -22.2% | -9.3% | -13.0% | -26.0% |
| 6M | -27.5% | -30.7% | +3.2% | -39.8% |
| YTD | -33.6% | -28.1% | -5.5% | -42.8% |
| 1Y | -45.0% | -35.2% | -9.7% | -54.9% |
| 3Y | -11.0% | -79.9% | +68.9% | -56.5% |
| All | -41.4% | -86.1% | +44.7% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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