+226.8%
SOXX vs NUE
+61.7%
+165.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -3.6% | -4.6% | +1.0% | -1.7% |
| 3M | -10.2% | -0.3% | -9.8% | -10.6% |
| 6M | +54.2% | +51.9% | +2.4% | +26.9% |
| YTD | +75.2% | +60.0% | +15.2% | +40.4% |
| 1Y | +107.5% | +82.9% | +24.6% | +56.0% |
| 3Y | +226.8% | +66.0% | +160.8% | +133.7% |
| All | +226.8% | +61.7% | +165.1% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling