-57.0%
NCLH vs STRL
+7,055.3%
-7,112.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -4.6% | +8.2% | -12.8% | -7.2% |
| 30D | -19.9% | -6.3% | -13.6% | -18.6% |
| 3M | -22.0% | -41.2% | +19.2% | -10.0% |
| 6M | -28.3% | +20.4% | -48.7% | -42.1% |
| YTD | -33.5% | +61.7% | -95.2% | -53.3% |
| 1Y | -41.5% | +72.7% | -114.2% | -61.5% |
| 3Y | -8.9% | +530.9% | -539.8% | -70.0% |
| 5Y | -40.5% | +2,125.4% | -2,165.9% | -89.7% |
| 10Y | -57.0% | +7,301.3% | -7,358.3% | -94.9% |
| All | -57.0% | +7,055.3% | -7,112.3% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling