-29.6%
NCLH vs STLA
-74.6%
+45.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | 0.0% |
| 7D | +0.2% | -13.8% | +14.0% | +8.1% |
| 30D | +20.8% | -10.5% | +31.3% | +27.3% |
| 3M | -8.1% | -28.9% | +20.7% | +7.9% |
| 6M | +11.8% | -49.7% | +61.6% | +57.7% |
| YTD | -19.5% | -64.9% | +45.4% | +34.0% |
| 1Y | -3.2% | -64.0% | +60.8% | +57.3% |
| 3Y | +37.1% | -77.4% | +114.5% | +177.7% |
| All | -29.6% | -74.6% | +45.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling