+2,440.6%
STX vs NCLH
-26.6%
+2,467.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +6.9% | +9.2% |
| 7D | -14.8% | +2.7% | -17.5% | -15.2% |
| 30D | -35.4% | +18.4% | -53.7% | -37.5% |
| 3M | -37.7% | -4.3% | -33.4% | -37.4% |
| 6M | -35.2% | +7.9% | -43.1% | -37.1% |
| YTD | +84.4% | -17.4% | +101.8% | +87.6% |
| 1Y | +82.3% | -3.4% | +85.6% | +79.3% |
| 3Y | +646.2% | +44.4% | +601.8% | +560.0% |
| 5Y | +487.4% | -33.7% | +521.1% | +462.4% |
| 10Y | +2,071.0% | -48.1% | +2,119.2% | +1,855.3% |
| All | +2,440.6% | -26.6% | +2,467.1% | +1,794.6% |
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