-1.0%
NCLH vs STLD
+59.7%
-60.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.0% | +9.8% | +7.9% |
| 7D | +15.8% | -3.9% | +19.8% | +17.6% |
| 30D | +25.1% | -0.4% | +25.5% | +25.1% |
| 3M | -7.3% | -9.2% | +1.9% | -3.9% |
| 6M | +8.1% | +5.0% | +3.2% | +3.0% |
| YTD | -16.7% | +42.8% | -59.5% | -34.8% |
| 1Y | -1.0% | +60.1% | -61.1% | -28.0% |
| All | -1.0% | +59.7% | -60.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling