+15.4%
SOFI vs VXX
-95.6%
+111.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -1.2% |
| 7D | -4.9% | +2.0% | -6.9% | -4.0% |
| 30D | -3.5% | -7.1% | +3.6% | -6.0% |
| 3M | +3.9% | -28.6% | +32.5% | -8.6% |
| 6M | -6.5% | -44.0% | +37.5% | -23.8% |
| YTD | -33.8% | -31.7% | -2.1% | -40.0% |
| 1Y | -33.3% | -46.3% | +13.1% | -43.4% |
| 3Y | +94.6% | -78.3% | +172.9% | +54.1% |
| All | +15.4% | -95.6% | +111.0% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling