+3,185.1%
SOXX vs NCLH
-41.0%
+3,226.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.6% |
| 30D | -3.6% | -21.7% | +18.1% | +2.0% |
| 3M | -10.2% | -22.2% | +12.1% | -5.5% |
| 6M | +54.2% | -27.5% | +81.8% | +64.3% |
| YTD | +75.2% | -33.6% | +108.8% | +88.8% |
| 1Y | +107.5% | -45.0% | +152.5% | +132.4% |
| 3Y | +226.8% | -11.0% | +237.8% | +215.4% |
| 5Y | +251.2% | -39.7% | +291.0% | +247.7% |
| 10Y | +1,567.6% | -57.0% | +1,624.7% | +1,441.2% |
| All | +3,185.1% | -41.0% | +3,226.1% | +2,856.2% |
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