+37.1%
NCLH vs STLA
-77.1%
+114.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | +0.2% | -13.8% | +14.0% | +5.9% |
| 30D | +20.8% | -10.5% | +31.3% | +25.7% |
| 3M | -8.1% | -28.9% | +20.7% | +3.5% |
| 6M | +11.8% | -49.7% | +61.6% | +44.3% |
| YTD | -19.5% | -64.9% | +45.4% | +16.9% |
| 1Y | -3.2% | -64.0% | +60.8% | +38.1% |
| 3Y | +37.1% | -77.4% | +114.5% | +112.1% |
| All | +37.1% | -77.1% | +114.2% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling