+16.0%
SPGI vs NCLH
-29.7%
+45.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -1.4% | +1.2% | -2.5% | -1.5% |
| 30D | +15.3% | +22.6% | -7.3% | +11.8% |
| 3M | +16.5% | +0.6% | +15.9% | +16.1% |
| 6M | +19.8% | +13.5% | +6.3% | +16.6% |
| YTD | -3.2% | -15.7% | +12.4% | -2.6% |
| 1Y | +1.8% | 0.0% | +1.8% | -0.4% |
| 3Y | +30.6% | +42.8% | -12.2% | +16.6% |
| 5Y | +16.0% | -28.4% | +44.5% | +8.6% |
| All | +16.0% | -29.7% | +45.8% | +8.6% |
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