-100.0%
SOXS vs VUG
+1,050.3%
-1,150.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.5% | -9.7% | -12.1% |
| 7D | -7.0% | -0.1% | -6.9% | -7.5% |
| 30D | +2.8% | -0.3% | +3.1% | +2.5% |
| 3M | -9.8% | -0.7% | -9.2% | +8.4% |
| 6M | -99.2% | +14.6% | -113.8% | -97.1% |
| YTD | -99.5% | +9.0% | -108.5% | -98.5% |
| 1Y | -99.8% | +14.9% | -114.6% | -99.1% |
| 3Y | -100.0% | +86.0% | -186.0% | -98.5% |
| 5Y | -100.0% | +76.7% | -176.7% | -99.4% |
| 10Y | -100.0% | +411.3% | -511.3% | -99.9% |
| All | -100.0% | +1,050.3% | -1,150.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling