+282.6%
SPGI vs NCLH
-57.7%
+340.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -8.9% | -6.5% | -2.4% | -8.0% |
| 30D | +0.6% | -22.1% | +22.7% | +4.3% |
| 3M | +2.0% | -18.7% | +20.7% | +4.6% |
| 6M | +0.1% | -28.4% | +28.5% | +4.0% |
| YTD | -16.4% | -34.7% | +18.3% | -12.5% |
| 1Y | -18.9% | -42.7% | +23.8% | -13.9% |
| 3Y | +13.8% | -10.6% | +24.4% | +9.2% |
| 5Y | +0.5% | -40.7% | +41.3% | -2.6% |
| All | +282.6% | -57.7% | +340.3% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling