-37.9%
NCLH vs SPXU
-99.9%
+62.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -0.2% |
| 7D | -0.3% | -1.5% | +1.2% | -1.1% |
| 30D | -20.1% | +3.7% | -23.8% | -18.1% |
| 3M | -17.0% | -9.6% | -7.5% | -20.6% |
| 6M | -23.2% | -32.4% | +9.1% | -35.9% |
| YTD | -31.0% | -28.7% | -2.4% | -39.9% |
| 1Y | -37.3% | -38.2% | +1.0% | -48.8% |
| 3Y | -5.6% | -80.4% | +74.9% | -50.4% |
| 5Y | -37.0% | -86.0% | +49.1% | -61.9% |
| 10Y | -55.3% | -99.5% | +44.3% | -89.4% |
| All | -37.9% | -99.9% | +62.0% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling