+163.3%
NUE vs SOXQ
+286.7%
-123.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.9% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -4.6% | -4.6% | 0.0% | -2.9% |
| 3M | -0.3% | -10.2% | +9.8% | +2.0% |
| 6M | +51.9% | +49.7% | +2.2% | +22.8% |
| YTD | +60.0% | +67.2% | -7.3% | +22.4% |
| 1Y | +82.9% | +98.0% | -15.1% | +28.6% |
| 3Y | +66.0% | +237.2% | -171.2% | -14.3% |
| 5Y | +149.0% | +261.3% | -112.3% | +13.9% |
| All | +163.3% | +286.7% | -123.4% | +18.0% |
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