-57.9%
NCLH vs STT
+269.0%
-326.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.6% | +1.0% | -5.6% | -5.5% |
| 30D | -19.9% | +2.8% | -22.7% | -22.0% |
| 3M | -22.0% | +18.1% | -40.1% | -33.8% |
| 6M | -28.3% | +59.2% | -87.5% | -53.7% |
| YTD | -33.5% | +51.5% | -84.9% | -55.2% |
| 1Y | -41.5% | +75.7% | -117.1% | -65.7% |
| 3Y | -8.9% | +200.8% | -209.7% | -67.3% |
| 5Y | -40.5% | +155.8% | -196.2% | -76.4% |
| All | -57.9% | +269.0% | -326.9% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling