+2.2%
SPGI vs NCLH
-39.0%
+41.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -2.1% |
| 7D | -3.1% | -4.6% | +1.5% | -2.4% |
| 30D | +2.0% | -19.9% | +22.0% | +5.2% |
| 3M | +4.3% | -22.0% | +26.3% | +7.4% |
| 6M | -0.2% | -28.3% | +28.1% | +3.5% |
| YTD | -14.8% | -33.5% | +18.7% | -11.2% |
| 1Y | -18.5% | -41.5% | +22.9% | -13.9% |
| 3Y | +16.0% | -8.9% | +24.8% | +10.8% |
| 5Y | +2.2% | -40.5% | +42.7% | -5.0% |
| All | +2.2% | -39.0% | +41.2% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling