-11.0%
NCLH vs SPYG
+98.4%
-109.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -4.8% | -0.9% | -3.9% | -3.7% |
| 30D | -21.7% | -1.5% | -20.2% | -20.1% |
| 3M | -22.2% | +3.7% | -26.0% | -26.1% |
| 6M | -27.5% | +16.4% | -44.0% | -40.3% |
| YTD | -33.6% | +13.3% | -46.9% | -43.3% |
| 1Y | -45.0% | +17.9% | -62.9% | -55.4% |
| 3Y | -11.0% | +98.3% | -109.4% | -60.4% |
| All | -11.0% | +98.4% | -109.4% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling