-39.2%
NCLH vs SPYG
+22.6%
-61.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -6.5% | +0.4% | -6.9% | -6.9% |
| 30D | -23.3% | -0.4% | -22.9% | -22.8% |
| 3M | -18.6% | +0.5% | -19.2% | -18.7% |
| 6M | -26.2% | +17.5% | -43.7% | -40.8% |
| YTD | -30.2% | +14.3% | -44.6% | -42.7% |
| 1Y | -39.2% | +21.7% | -60.9% | -49.9% |
| All | -39.2% | +22.6% | -61.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling