+969.4%
SPGI vs NCLH
-28.4%
+997.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +15.9% | +20.8% | -4.9% | +12.4% |
| 3M | +12.3% | -8.1% | +20.4% | +13.4% |
| 6M | +23.7% | +11.8% | +11.9% | +20.4% |
| YTD | -3.5% | -19.5% | +16.0% | -2.2% |
| 1Y | +0.4% | -3.2% | +3.6% | -1.3% |
| 3Y | +29.9% | +37.1% | -7.2% | +16.3% |
| 5Y | +15.2% | -29.9% | +45.1% | +8.6% |
| 10Y | +337.2% | -53.3% | +390.4% | +270.4% |
| All | +969.4% | -28.4% | +997.9% | +806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling