-37.0%
NCLH vs STT
+150.3%
-187.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.2% |
| 7D | -0.3% | +2.2% | -2.4% | -2.0% |
| 30D | -20.1% | +3.9% | -24.0% | -22.6% |
| 3M | -17.0% | +19.2% | -36.2% | -29.1% |
| 6M | -23.2% | +60.4% | -83.6% | -48.9% |
| YTD | -31.0% | +51.5% | -82.5% | -52.0% |
| 1Y | -37.3% | +76.3% | -113.5% | -61.6% |
| 3Y | -5.6% | +200.7% | -206.3% | -62.5% |
| 5Y | -37.0% | +157.5% | -194.4% | -73.1% |
| All | -37.0% | +150.3% | -187.3% | -73.1% |
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