-28.4%
NCLH vs STLA
-72.6%
+44.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.5% |
| 7D | +1.2% | -11.6% | +12.8% | +7.8% |
| 30D | +22.6% | -6.2% | +28.8% | +26.1% |
| 3M | +0.6% | -24.6% | +25.2% | +14.7% |
| 6M | +13.5% | -44.9% | +58.4% | +52.5% |
| YTD | -15.7% | -62.3% | +46.6% | +35.2% |
| 1Y | 0.0% | -61.8% | +61.8% | +57.8% |
| 3Y | +42.8% | -75.3% | +118.1% | +174.8% |
| 5Y | -28.4% | -72.5% | +44.1% | +17.2% |
| All | -28.4% | -72.6% | +44.1% | +17.2% |
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