-17.4%
SPGI vs NCLH
-41.5%
+24.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -2.3% |
| 7D | -3.1% | -4.6% | +1.5% | -2.7% |
| 30D | +2.0% | -19.9% | +22.0% | +3.7% |
| 3M | +4.3% | -22.0% | +26.3% | +5.9% |
| 6M | -0.2% | -28.3% | +28.1% | +1.7% |
| YTD | -14.8% | -33.5% | +18.7% | -12.6% |
| All | -17.4% | -41.5% | +24.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling