+2,808.1%
SOXX vs VUG
+1,232.8%
+1,575.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | +3.0% | -1.9% | +4.9% | +5.5% |
| 30D | -3.1% | -1.6% | -1.6% | -1.2% |
| 3M | -4.4% | +4.4% | -8.8% | -8.5% |
| 6M | +52.9% | +13.2% | +39.7% | +33.2% |
| YTD | +72.0% | +7.5% | +64.5% | +60.3% |
| 1Y | +105.1% | +12.5% | +92.6% | +81.7% |
| 3Y | +220.6% | +86.0% | +134.6% | +58.1% |
| 5Y | +244.8% | +76.5% | +168.3% | +85.4% |
| 10Y | +1,537.1% | +417.7% | +1,119.5% | +148.1% |
| All | +2,808.1% | +1,232.8% | +1,575.3% | +38.7% |
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