+730.8%
STM vs NCLH
-38.0%
+768.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | -6.5% | +12.3% | +7.7% |
| 30D | -1.0% | -23.3% | +22.3% | +6.3% |
| 3M | -33.3% | -18.6% | -14.6% | -29.9% |
| 6M | +57.4% | -26.2% | +83.6% | +68.9% |
| YTD | +102.2% | -30.2% | +132.4% | +117.8% |
| 1Y | +99.6% | -39.2% | +138.8% | +121.6% |
| 3Y | +14.5% | -5.1% | +19.6% | +8.4% |
| 5Y | +21.4% | -36.8% | +58.1% | +18.9% |
| 10Y | +695.0% | -56.3% | +751.2% | +610.7% |
| All | +730.8% | -38.0% | +768.7% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling