-1.0%
NCLH vs SAN
+23.5%
-24.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.4% | +0.3% | +2.0% |
| 7D | +15.8% | +4.5% | +11.3% | +12.2% |
| 30D | +25.1% | -12.1% | +37.2% | +37.2% |
| 3M | -7.3% | -15.6% | +8.2% | +4.6% |
| 6M | +8.1% | +5.8% | +2.3% | -0.8% |
| YTD | -16.7% | +5.5% | -22.1% | -23.2% |
| 1Y | -1.0% | +23.6% | -24.6% | -16.1% |
| All | -1.0% | +23.5% | -24.5% | -16.1% |
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