+247.9%
SOXX vs NUE
+146.6%
+101.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -3.6% | -4.6% | +1.0% | -1.8% |
| 3M | -10.2% | -0.3% | -9.8% | -10.7% |
| 6M | +54.2% | +51.9% | +2.4% | +28.6% |
| YTD | +75.2% | +60.0% | +15.2% | +42.5% |
| 1Y | +107.5% | +82.9% | +24.6% | +59.0% |
| 3Y | +226.8% | +66.0% | +160.8% | +149.9% |
| All | +247.9% | +146.6% | +101.3% | +126.2% |
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