-100.0%
SOXS vs VUG
+1,046.0%
-1,146.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -6.3% |
| 7D | -15.6% | +0.9% | -16.4% | -13.1% |
| 30D | +4.8% | -1.4% | +6.2% | -0.3% |
| 3M | -21.6% | +2.3% | -24.0% | +2.4% |
| 6M | -99.3% | +15.7% | -115.0% | -97.6% |
| YTD | -99.5% | +8.6% | -108.1% | -98.6% |
| 1Y | -99.8% | +14.1% | -113.8% | -99.1% |
| 3Y | -100.0% | +87.9% | -187.9% | -98.7% |
| 5Y | -100.0% | +76.3% | -176.3% | -99.4% |
| 10Y | -100.0% | +409.7% | -509.7% | -99.9% |
| All | -100.0% | +1,046.0% | -1,146.0% | -99.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling