-100.0%
SOXS vs NUE
+146.6%
-246.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -3.6% |
| 7D | -4.7% | -0.6% | -4.1% | -5.4% |
| 30D | +7.7% | -4.6% | +12.3% | +2.3% |
| 3M | -10.2% | -0.3% | -9.8% | -11.4% |
| 6M | -99.2% | +51.9% | -151.1% | -97.4% |
| YTD | -99.5% | +60.0% | -159.5% | -98.3% |
| 1Y | -99.8% | +82.9% | -182.6% | -98.9% |
| 3Y | -100.0% | +66.0% | -166.0% | -99.9% |
| All | -100.0% | +146.6% | -246.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling