-5.6%
NCLH vs STT
+203.8%
-209.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.1% |
| 7D | -0.3% | +2.2% | -2.4% | -2.1% |
| 30D | -20.1% | +3.9% | -24.0% | -22.7% |
| 3M | -17.0% | +19.2% | -36.2% | -30.1% |
| 6M | -23.2% | +60.4% | -83.6% | -51.0% |
| YTD | -31.0% | +51.5% | -82.5% | -53.8% |
| 1Y | -37.3% | +76.3% | -113.5% | -63.7% |
| 3Y | -5.6% | +200.7% | -206.3% | -64.2% |
| All | -5.6% | +203.8% | -209.4% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling