-37.2%
NCLH vs STT
+434.4%
-471.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -6.5% | +0.5% | -7.0% | -6.8% |
| 30D | -23.3% | +3.9% | -27.2% | -25.7% |
| 3M | -18.6% | +20.0% | -38.6% | -31.0% |
| 6M | -26.2% | +55.3% | -81.6% | -49.6% |
| YTD | -30.2% | +53.3% | -83.6% | -52.0% |
| 1Y | -39.2% | +74.7% | -113.9% | -62.6% |
| 3Y | -5.1% | +205.8% | -210.9% | -63.4% |
| 5Y | -36.8% | +145.0% | -181.8% | -71.7% |
| 10Y | -56.3% | +266.0% | -322.3% | -85.7% |
| All | -37.2% | +434.4% | -471.6% | -84.4% |
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