-41.4%
NCLH vs SAN
+385.2%
-426.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -21.7% | +0.9% | -22.6% | -22.1% |
| 3M | -22.2% | +19.1% | -41.4% | -31.5% |
| 6M | -27.5% | +33.2% | -60.7% | -40.2% |
| YTD | -33.6% | +29.1% | -62.7% | -44.3% |
| 1Y | -45.0% | +50.2% | -95.2% | -58.3% |
| 3Y | -11.0% | +351.0% | -362.1% | -68.8% |
| All | -41.4% | +385.2% | -426.6% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling