-24.1%
NCLH vs STLA
+102.2%
-126.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.5% |
| 7D | +1.2% | -11.6% | +12.8% | +7.6% |
| 30D | +22.6% | -6.2% | +28.8% | +26.0% |
| 3M | +0.6% | -24.6% | +25.2% | +14.1% |
| 6M | +13.5% | -44.9% | +58.4% | +50.1% |
| YTD | -15.7% | -62.3% | +46.6% | +31.4% |
| 1Y | 0.0% | -61.8% | +61.8% | +53.8% |
| 3Y | +42.8% | -75.3% | +118.1% | +161.2% |
| 5Y | -28.4% | -72.5% | +44.1% | +22.8% |
| 10Y | -51.0% | +0.8% | -51.8% | -48.8% |
| All | -24.1% | +102.2% | -126.3% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling