-27.6%
NCLH vs STT
+379.7%
-407.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | +0.2% | +4.8% | -4.5% | -3.6% |
| 30D | +20.8% | +3.9% | +16.8% | +17.1% |
| 3M | -8.1% | -8.2% | 0.0% | -1.4% |
| 6M | +11.8% | +15.6% | -3.8% | -2.1% |
| YTD | -19.5% | +37.6% | -57.2% | -39.4% |
| 1Y | -3.2% | +50.1% | -53.4% | -32.2% |
| 3Y | +37.1% | +183.1% | -146.0% | -43.5% |
| 5Y | -29.9% | +104.8% | -134.8% | -63.2% |
| 10Y | -53.3% | +201.9% | -255.1% | -82.4% |
| All | -27.6% | +379.7% | -407.2% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling