-29.6%
NCLH vs STLD
+274.1%
-303.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +1.0% |
| 7D | +0.2% | +2.9% | -2.7% | -1.2% |
| 30D | +20.8% | -5.6% | +26.3% | +23.9% |
| 3M | -8.1% | -11.7% | +3.6% | -3.2% |
| 6M | +11.8% | -2.8% | +14.6% | +11.3% |
| YTD | -19.5% | +36.4% | -56.0% | -33.1% |
| 1Y | -3.2% | +50.0% | -53.2% | -23.4% |
| 3Y | +37.1% | +122.3% | -85.2% | -12.9% |
| All | -29.6% | +274.1% | -303.7% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling