+3,476.8%
STX vs NCLH
-57.7%
+3,534.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | +8.0% | -6.5% | +14.5% | +9.4% |
| 30D | +5.1% | -22.1% | +27.2% | +10.1% |
| 3M | +5.8% | -18.7% | +24.4% | +9.1% |
| 6M | +124.9% | -28.4% | +153.4% | +136.8% |
| YTD | +213.9% | -34.7% | +248.6% | +234.9% |
| 1Y | +350.4% | -42.7% | +393.1% | +389.5% |
| 3Y | +1,314.2% | -10.6% | +1,324.8% | +1,275.8% |
| 5Y | +1,092.8% | -40.7% | +1,133.5% | +1,075.4% |
| All | +3,476.8% | -57.7% | +3,534.5% | +3,604.4% |
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