-54.8%
NCLH vs SOXQ
+279.9%
-334.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.1% |
| 7D | -6.5% | +2.3% | -8.9% | -8.1% |
| 30D | -22.1% | -3.9% | -18.2% | -20.3% |
| 3M | -18.7% | -4.7% | -14.0% | -19.9% |
| 6M | -28.4% | +47.9% | -76.3% | -50.6% |
| YTD | -34.7% | +64.3% | -99.0% | -58.6% |
| 1Y | -42.7% | +95.7% | -138.4% | -68.9% |
| 3Y | -10.6% | +231.5% | -242.1% | -71.3% |
| 5Y | -40.7% | +255.0% | -295.7% | -82.3% |
| All | -54.8% | +279.9% | -334.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling