-10.9%
NCLH vs SPY
+76.5%
-87.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.7% |
| 7D | -4.6% | -0.4% | -4.3% | -4.0% |
| 30D | -19.9% | -1.4% | -18.6% | -17.8% |
| 3M | -22.0% | +3.7% | -25.7% | -26.8% |
| 6M | -28.3% | +13.0% | -41.3% | -41.9% |
| YTD | -33.5% | +12.4% | -45.9% | -45.3% |
| 1Y | -41.5% | +18.5% | -60.0% | -56.0% |
| All | -10.9% | +76.5% | -87.4% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling