-100.0%
SOXS vs VUG
+74.2%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +5.8% |
| 7D | -9.4% | -1.9% | -7.5% | -16.6% |
| 30D | +6.2% | -1.6% | +7.7% | +0.2% |
| 3M | -28.0% | +4.4% | -32.4% | +2.7% |
| 6M | -99.2% | +13.2% | -112.4% | -97.1% |
| YTD | -99.5% | +7.5% | -107.0% | -98.5% |
| 1Y | -99.7% | +12.5% | -112.2% | -99.0% |
| 3Y | -100.0% | +86.0% | -185.9% | -98.5% |
| 5Y | -100.0% | +76.5% | -176.5% | -99.3% |
| All | -100.0% | +74.2% | -174.2% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling