-58.0%
NCLH vs SPY
+322.5%
-380.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.2% |
| 7D | -4.8% | -0.8% | -4.1% | -3.4% |
| 30D | -21.7% | -1.1% | -20.6% | -20.0% |
| 3M | -22.2% | +3.9% | -26.1% | -27.6% |
| 6M | -27.5% | +13.6% | -41.1% | -42.0% |
| YTD | -33.6% | +12.7% | -46.3% | -45.8% |
| 1Y | -45.0% | +17.5% | -62.5% | -58.4% |
| 3Y | -11.0% | +76.9% | -87.9% | -67.2% |
| 5Y | -39.7% | +83.6% | -123.3% | -77.7% |
| All | -58.0% | +322.5% | -380.4% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling