-37.3%
NCLH vs STLD
+80.8%
-118.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -0.3% | +2.7% | -2.9% | -1.4% |
| 30D | -20.1% | -8.4% | -11.6% | -17.3% |
| 3M | -17.0% | -9.9% | -7.2% | -13.7% |
| 6M | -23.2% | +33.0% | -56.3% | -35.6% |
| YTD | -31.0% | +42.6% | -73.6% | -44.3% |
| 1Y | -37.3% | +80.8% | -118.0% | -51.6% |
| All | -37.3% | +80.8% | -118.1% | -51.6% |
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