-58.7%
NCLH vs STLA
+51.6%
-110.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -6.5% | -3.8% | -2.7% | -4.3% |
| 30D | -22.1% | -3.1% | -19.0% | -21.0% |
| 3M | -18.7% | -19.6% | +0.9% | -8.4% |
| 6M | -28.4% | -23.5% | -4.9% | -17.1% |
| YTD | -34.7% | -51.5% | +16.8% | -2.9% |
| 1Y | -42.7% | -39.7% | -3.0% | -28.6% |
| 3Y | -10.6% | -66.3% | +55.7% | +52.8% |
| 5Y | -40.7% | -63.1% | +22.4% | -6.8% |
| All | -58.7% | +51.6% | -110.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling