-58.7%
NCLH vs SAN
+347.0%
-405.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.6% |
| 7D | -6.5% | -2.8% | -3.8% | -4.3% |
| 30D | -22.1% | -0.5% | -21.5% | -21.7% |
| 3M | -18.7% | +22.7% | -41.4% | -32.0% |
| 6M | -28.4% | +28.8% | -57.2% | -41.9% |
| YTD | -34.7% | +26.3% | -61.0% | -46.5% |
| 1Y | -42.7% | +48.8% | -91.6% | -59.2% |
| 3Y | -10.6% | +347.2% | -357.8% | -76.3% |
| 5Y | -40.7% | +383.8% | -424.5% | -86.2% |
| All | -58.7% | +347.0% | -405.7% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling