+2,550.6%
SOXX vs NUE
+3,888.2%
-1,337.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 6M | +54.2% | +51.9% | +2.4% | +28.8% |
| YTD | +75.2% | +60.0% | +15.2% | +42.8% |
| 1Y | +107.5% | +82.9% | +24.6% | +59.3% |
| 3Y | +226.8% | +66.0% | +160.8% | +154.1% |
| 5Y | +251.2% | +149.0% | +102.3% | +120.5% |
| 10Y | +1,567.6% | +588.3% | +979.3% | +533.0% |
| All | +2,550.6% | +3,888.2% | -1,337.6% | +238.8% |
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