-100.0%
SOXS vs NCLH
-10.7%
-89.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.0% |
| 7D | -4.7% | -4.8% | +0.1% | -8.8% |
| 30D | +7.7% | -21.7% | +29.4% | -13.4% |
| 3M | -10.2% | -22.2% | +12.1% | -29.2% |
| 6M | -99.2% | -27.5% | -71.7% | -98.8% |
| YTD | -99.5% | -33.6% | -65.9% | -99.3% |
| 1Y | -99.8% | -45.0% | -54.8% | -99.7% |
| 3Y | -100.0% | -11.0% | -88.9% | -99.9% |
| All | -100.0% | -10.7% | -89.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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