-48.1%
NCLH vs STLD
+779.4%
-827.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +1.6% |
| 7D | +2.7% | -9.7% | +12.4% | +9.0% |
| 30D | +18.4% | -4.5% | +22.9% | +21.4% |
| 3M | -4.3% | -13.1% | +8.8% | +2.8% |
| 6M | +7.9% | -2.8% | +10.7% | +7.2% |
| YTD | -17.4% | +35.3% | -52.8% | -33.8% |
| 1Y | -3.4% | +51.4% | -54.7% | -27.8% |
| 3Y | +44.4% | +117.9% | -73.5% | -17.7% |
| 5Y | -33.7% | +272.6% | -306.3% | -75.8% |
| 10Y | -48.1% | +782.2% | -830.3% | -91.8% |
| All | -48.1% | +779.4% | -827.5% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling