-57.0%
NCLH vs STLD
+1,092.9%
-1,149.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -4.6% | -2.8% | -1.8% | -3.0% |
| 30D | -19.9% | -10.4% | -9.6% | -15.0% |
| 3M | -22.0% | -10.6% | -11.4% | -17.9% |
| 6M | -28.3% | +32.7% | -61.0% | -40.7% |
| YTD | -33.5% | +42.8% | -76.3% | -47.7% |
| 1Y | -41.5% | +86.9% | -128.4% | -61.1% |
| 3Y | -8.9% | +143.8% | -152.7% | -50.6% |
| 5Y | -40.5% | +293.5% | -334.0% | -78.3% |
| 10Y | -57.0% | +1,122.7% | -1,179.6% | -91.3% |
| All | -57.0% | +1,092.9% | -1,149.8% | -91.3% |
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