-10.9%
NCLH vs SAN
+343.8%
-354.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.8% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | -19.9% | -0.1% | -19.9% | -19.9% |
| 3M | -22.0% | +19.6% | -41.6% | -30.7% |
| 6M | -28.3% | +32.7% | -61.0% | -39.7% |
| YTD | -33.5% | +26.7% | -60.2% | -42.6% |
| 1Y | -41.5% | +51.6% | -93.1% | -54.1% |
| All | -10.9% | +343.8% | -354.7% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling