-100.0%
SOXS vs VUG
+424.7%
-524.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -1.8% |
| 7D | -4.7% | -0.5% | -4.3% | -6.4% |
| 30D | +7.7% | -1.0% | +8.7% | +4.6% |
| 3M | -10.2% | +3.5% | -13.7% | +20.6% |
| 6M | -99.2% | +14.2% | -113.4% | -97.2% |
| YTD | -99.5% | +8.5% | -108.0% | -98.5% |
| 1Y | -99.8% | +12.9% | -112.6% | -99.0% |
| 3Y | -100.0% | +85.6% | -185.6% | -98.7% |
| 5Y | -100.0% | +78.1% | -178.1% | -99.4% |
| All | -100.0% | +424.7% | -524.7% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling