-58.7%
NCLH vs STZ
-10.3%
-48.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -3.3% |
| 7D | -6.5% | -4.1% | -2.5% | -3.8% |
| 30D | -22.1% | -7.6% | -14.5% | -17.8% |
| 3M | -18.7% | -12.3% | -6.4% | -11.2% |
| 6M | -28.4% | -16.3% | -12.1% | -20.0% |
| YTD | -34.7% | -8.4% | -26.4% | -33.1% |
| 1Y | -42.7% | -10.8% | -31.9% | -40.4% |
| 3Y | -10.6% | -49.0% | +38.4% | +37.3% |
| 5Y | -40.7% | -36.5% | -4.3% | -27.2% |
| All | -58.7% | -10.3% | -48.3% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling