+655.9%
STM vs NCLH
-56.9%
+712.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | -1.4% | -4.8% | +3.4% | -0.1% |
| 30D | -4.9% | -21.7% | +16.7% | +1.5% |
| 3M | -34.0% | -22.2% | -11.7% | -29.9% |
| 6M | +51.8% | -27.5% | +79.4% | +63.5% |
| YTD | +99.4% | -33.6% | +133.0% | +117.5% |
| 1Y | +99.1% | -45.0% | +144.1% | +127.2% |
| 3Y | +19.5% | -11.0% | +30.5% | +15.2% |
| 5Y | +19.5% | -39.7% | +59.2% | +18.6% |
| All | +655.9% | -56.9% | +712.8% | +660.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling