+98.8%
STM vs NCLH
-42.6%
+141.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -1.1% | -6.5% | +5.5% | +0.7% |
| 30D | -7.8% | -22.1% | +14.3% | -1.7% |
| 3M | -28.2% | -18.7% | -9.5% | -25.3% |
| 6M | +52.0% | -28.4% | +80.4% | +61.5% |
| YTD | +96.4% | -34.7% | +131.1% | +111.8% |
| 1Y | +98.8% | -42.7% | +141.5% | +117.5% |
| All | +98.8% | -42.6% | +141.4% | +117.5% |
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