-99.8%
SOXS vs VUG
+13.0%
-112.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -0.4% |
| 7D | -4.7% | -0.5% | -4.3% | -7.1% |
| 30D | +7.7% | -1.0% | +8.7% | +2.7% |
| 3M | -10.2% | +3.5% | -13.7% | +30.3% |
| 6M | -99.2% | +14.2% | -113.4% | -96.4% |
| YTD | -99.5% | +8.5% | -108.0% | -98.2% |
| 1Y | -99.8% | +12.9% | -112.6% | -98.8% |
| All | -99.8% | +13.0% | -112.8% | -98.8% |
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 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