-100.0%
SOXS vs NCLH
-42.0%
-58.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.9% | +10.0% | +6.7% |
| 7D | -9.4% | -6.5% | -2.9% | -13.7% |
| 30D | +6.2% | -22.1% | +28.2% | -10.9% |
| 3M | -28.0% | -18.7% | -9.3% | -37.4% |
| 6M | -99.2% | -28.4% | -70.8% | -98.9% |
| YTD | -99.5% | -34.7% | -64.8% | -99.3% |
| 1Y | -99.7% | -42.7% | -57.0% | -99.7% |
| 3Y | -100.0% | -10.6% | -89.4% | -100.0% |
| 5Y | -100.0% | -40.7% | -59.2% | -100.0% |
| 10Y | -100.0% | -57.8% | -42.2% | -100.0% |
| All | -100.0% | -42.0% | -58.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling