-100.0%
SOXS vs NUE
+789.8%
-889.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +6.8% |
| 7D | -9.4% | -2.7% | -6.7% | -12.9% |
| 30D | +6.2% | -6.1% | +12.2% | -2.0% |
| 3M | -28.0% | +2.2% | -30.3% | -25.2% |
| 6M | -99.2% | +50.8% | -150.0% | -97.1% |
| YTD | -99.5% | +57.5% | -157.0% | -98.0% |
| 1Y | -99.7% | +82.5% | -182.2% | -98.8% |
| 3Y | -100.0% | +61.7% | -161.7% | -99.9% |
| 5Y | -100.0% | +145.1% | -245.1% | -99.9% |
| 10Y | -100.0% | +577.8% | -677.8% | -100.0% |
| All | -100.0% | +789.8% | -889.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling