+37.1%
NCLH vs SAN
+247.1%
-210.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.0% |
| 7D | +0.2% | +4.0% | -3.8% | -2.2% |
| 30D | +20.8% | -7.8% | +28.6% | +26.4% |
| 3M | -8.1% | -16.4% | +8.2% | +1.8% |
| 6M | +11.8% | +3.5% | +8.3% | +7.9% |
| YTD | -19.5% | +6.7% | -26.2% | -23.4% |
| 1Y | -3.2% | +14.5% | -17.7% | -11.2% |
| 3Y | +37.1% | +243.5% | -206.4% | -21.9% |
| All | +37.1% | +247.1% | -210.0% | -21.9% |
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