-39.2%
NCLH vs SAN
+58.9%
-98.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | -6.5% | +1.8% | -8.3% | -7.8% |
| 30D | -23.3% | +2.0% | -25.3% | -24.4% |
| 3M | -18.6% | +19.7% | -38.3% | -30.3% |
| 6M | -26.2% | +30.6% | -56.9% | -41.0% |
| YTD | -30.2% | +28.8% | -59.1% | -43.4% |
| 1Y | -39.2% | +57.8% | -96.9% | -52.7% |
| All | -39.2% | +58.9% | -98.1% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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