+555.4%
SPYM vs NCLH
-38.7%
+594.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.6% | -0.3% | +0.8% | +0.6% |
| 30D | -0.9% | -20.1% | +19.1% | +2.5% |
| 3M | +3.9% | -17.0% | +20.9% | +6.4% |
| 6M | +14.5% | -23.2% | +37.8% | +18.2% |
| YTD | +13.0% | -31.0% | +44.0% | +17.8% |
| 1Y | +19.4% | -37.3% | +56.7% | +25.7% |
| 3Y | +78.9% | -5.6% | +84.4% | +70.6% |
| 5Y | +82.3% | -37.0% | +119.3% | +75.7% |
| 10Y | +314.7% | -55.3% | +370.0% | +270.0% |
| All | +555.4% | -38.7% | +594.1% | +465.2% |
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