-58.7%
NCLH vs STT
+267.9%
-326.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -6.5% | -1.4% | -5.2% | -5.4% |
| 30D | -22.1% | +2.2% | -24.3% | -23.6% |
| 3M | -18.7% | +18.8% | -37.5% | -31.4% |
| 6M | -28.4% | +57.9% | -86.3% | -53.4% |
| YTD | -34.7% | +51.0% | -85.7% | -55.9% |
| 1Y | -42.7% | +77.1% | -119.9% | -66.7% |
| 3Y | -10.6% | +199.8% | -210.5% | -67.9% |
| 5Y | -40.7% | +156.0% | -196.7% | -76.5% |
| All | -58.7% | +267.9% | -326.5% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling