-54.0%
NCLH vs SOXQ
+286.7%
-340.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.3% |
| 30D | -21.7% | -4.6% | -17.1% | -19.5% |
| 3M | -22.2% | -10.2% | -12.1% | -19.8% |
| 6M | -27.5% | +49.7% | -77.2% | -50.3% |
| YTD | -33.6% | +67.2% | -100.8% | -58.4% |
| 1Y | -45.0% | +98.0% | -143.0% | -70.3% |
| 3Y | -11.0% | +237.2% | -248.2% | -71.7% |
| 5Y | -39.7% | +261.3% | -301.0% | -82.2% |
| All | -54.0% | +286.7% | -340.7% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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