-37.2%
NCLH vs STLD
+2,033.0%
-2,070.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -6.5% | +3.1% | -9.6% | -8.1% |
| 30D | -23.3% | -9.0% | -14.3% | -19.8% |
| 3M | -18.6% | -12.4% | -6.2% | -13.9% |
| 6M | -26.2% | +25.5% | -51.7% | -35.6% |
| YTD | -30.2% | +43.6% | -73.9% | -43.6% |
| 1Y | -39.2% | +87.2% | -126.3% | -57.5% |
| 3Y | -5.1% | +135.2% | -140.3% | -43.0% |
| 5Y | -36.8% | +290.9% | -327.6% | -72.9% |
| 10Y | -56.3% | +1,113.5% | -1,169.7% | -89.6% |
| All | -37.2% | +2,033.0% | -2,070.2% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling