-37.2%
NCLH vs SPY
+555.4%
-592.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -23.3% | +0.1% | -23.4% | -23.3% |
| 3M | -18.6% | +2.0% | -20.6% | -21.4% |
| 6M | -26.2% | +13.0% | -39.3% | -39.5% |
| YTD | -30.2% | +13.5% | -43.8% | -43.0% |
| 1Y | -39.2% | +20.0% | -59.1% | -54.7% |
| 3Y | -5.1% | +77.2% | -82.2% | -62.2% |
| 5Y | -36.8% | +81.9% | -118.6% | -74.1% |
| 10Y | -56.3% | +314.1% | -370.3% | -93.4% |
| All | -37.2% | +555.4% | -592.6% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling