-39.2%
NCLH vs STRL
+76.3%
-115.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.6% |
| 7D | -6.5% | +3.4% | -9.9% | -6.7% |
| 30D | -23.3% | -9.2% | -14.1% | -22.8% |
| 3M | -18.6% | -51.0% | +32.4% | -13.1% |
| 6M | -26.2% | +15.8% | -42.0% | -30.6% |
| YTD | -30.2% | +58.9% | -89.1% | -36.9% |
| 1Y | -39.2% | +68.5% | -107.7% | -47.3% |
| All | -39.2% | +76.3% | -115.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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