+30.8%
SOXX vs NUE
+72.6%
-41.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -8.3% | -62.4% | -61.0% |
| 7D | -23.0% | -10.8% | -12.2% | +4.7% |
| 30D | -32.9% | -2.1% | -30.7% | -11.9% |
| 3M | -25.3% | -10.4% | -14.9% | +1.4% |
| 6M | -17.8% | +6.4% | -24.1% | +3.1% |
| YTD | +32.1% | +51.9% | -19.8% | +36.4% |
| 1Y | +30.8% | +71.1% | -40.3% | +23.6% |
| All | +30.8% | +72.6% | -41.8% | +23.6% |
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