-91.6%
SOXS vs NUE
+86.4%
-178.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +10.8% | +6.3% |
| 7D | +46.7% | -1.4% | +48.1% | +44.1% |
| 30D | +97.0% | +6.6% | +90.4% | +114.1% |
| 3M | +39.5% | -2.0% | +41.5% | +36.1% |
| 6M | -54.9% | +19.2% | -74.2% | -39.3% |
| YTD | -90.4% | +65.6% | -156.0% | -76.7% |
| 1Y | -91.6% | +87.8% | -179.5% | -72.9% |
| All | -91.6% | +86.4% | -178.1% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling