-40.1%
NCLH vs SPYG
+736.9%
-777.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | -4.6% | +0.3% | -4.9% | -5.0% |
| 30D | -19.9% | -1.7% | -18.3% | -18.0% |
| 3M | -22.0% | +3.6% | -25.6% | -26.2% |
| 6M | -28.3% | +16.6% | -44.9% | -41.9% |
| YTD | -33.5% | +13.4% | -46.8% | -43.9% |
| 1Y | -41.5% | +19.6% | -61.1% | -54.3% |
| 3Y | -8.9% | +99.8% | -108.7% | -64.7% |
| 5Y | -40.5% | +85.0% | -125.4% | -73.2% |
| 10Y | -57.0% | +422.1% | -479.1% | -94.3% |
| All | -40.1% | +736.9% | -777.0% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling