-91.6%
SOXS vs VUG
+4.9%
-96.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.2% | +17.3% |
| 7D | +46.7% | -3.0% | +49.7% | +26.9% |
| 30D | +97.0% | -6.4% | +103.4% | +48.0% |
| 3M | +39.5% | -3.2% | +42.8% | +30.9% |
| 6M | -54.9% | +3.1% | -58.0% | -23.3% |
| YTD | -90.4% | +6.3% | -96.7% | -78.6% |
| 1Y | -91.6% | +5.2% | -96.8% | -81.2% |
| All | -91.6% | +4.9% | -96.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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