-100.0%
SOXS vs NU
+33.3%
-133.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -3.6% |
| 7D | -16.6% | -2.6% | -14.0% | -18.5% |
| 30D | -4.4% | +8.2% | -12.6% | +2.1% |
| 3M | -26.2% | +26.3% | -52.5% | -7.9% |
| 6M | -99.3% | +2.2% | -101.5% | -99.0% |
| YTD | -99.5% | -10.4% | -89.1% | -99.4% |
| 1Y | -99.8% | -3.0% | -96.8% | -99.7% |
| 3Y | -100.0% | +120.3% | -220.2% | -99.9% |
| All | -100.0% | +33.3% | -133.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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