-42.2%
SOFI vs VXX
-51.1%
+8.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.3% | -1.1% |
| 7D | +1.4% | -4.1% | +5.5% | +0.1% |
| 30D | +9.2% | -0.8% | +10.0% | +10.1% |
| 3M | -7.1% | -19.8% | +12.7% | -14.9% |
| 6M | +7.3% | -40.5% | +47.8% | -12.7% |
| YTD | -33.6% | -35.5% | +1.9% | -38.7% |
| All | -42.2% | -51.1% | +8.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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