+22.5%
STM vs NCLH
-38.4%
+60.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -7.4% | -20.1% | +12.7% | -0.6% |
| 3M | -30.6% | -17.0% | -13.6% | -27.1% |
| 6M | +66.4% | -23.2% | +89.6% | +78.1% |
| YTD | +101.1% | -31.0% | +132.2% | +119.8% |
| 1Y | +97.4% | -37.3% | +134.6% | +120.6% |
| 3Y | +21.1% | -5.6% | +26.7% | +11.8% |
| 5Y | +22.5% | -37.0% | +59.4% | +16.1% |
| All | +22.5% | -38.4% | +60.9% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling