+96.5%
STM vs NCLH
-8.8%
+105.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.8% | -12.8% | -7.7% |
| 7D | -6.0% | +15.8% | -21.8% | -9.8% |
| 30D | -20.9% | +25.1% | -46.0% | -25.6% |
| 3M | -15.8% | -7.3% | -8.4% | -14.8% |
| 6M | -17.0% | +8.1% | -25.2% | -20.7% |
| YTD | +76.8% | -16.7% | +93.5% | +78.1% |
| 1Y | +96.5% | -1.0% | +97.5% | +85.1% |
| All | +96.5% | -8.8% | +105.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 1y: compounded portfolio wealth divided by compounded NCLH 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…
1y analysis · Full analysis span regression · 6 months rolling