-28.4%
NCLH vs STT
+109.1%
-137.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.4% |
| 7D | +1.2% | +0.4% | +0.7% | +0.8% |
| 30D | +22.6% | -0.4% | +23.0% | +23.2% |
| 3M | +0.6% | -6.5% | +7.1% | +6.3% |
| 6M | +13.5% | +17.2% | -3.7% | -2.1% |
| YTD | -15.7% | +38.2% | -53.9% | -37.0% |
| 1Y | 0.0% | +49.3% | -49.3% | -30.1% |
| 3Y | +42.8% | +181.9% | -139.1% | -41.2% |
| 5Y | -28.4% | +106.9% | -135.4% | -63.3% |
| All | -28.4% | +109.1% | -137.6% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling