+42.0%
SOFI vs VXX
-98.3%
+140.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -1.1% |
| 7D | -4.9% | +2.0% | -6.9% | -4.1% |
| 30D | -3.5% | -7.1% | +3.6% | -5.9% |
| 3M | +3.9% | -28.6% | +32.5% | -8.0% |
| 6M | -6.5% | -44.0% | +37.5% | -22.9% |
| YTD | -33.8% | -31.7% | -2.1% | -39.6% |
| 1Y | -33.3% | -46.3% | +13.1% | -42.8% |
| 3Y | +94.6% | -78.3% | +172.9% | +58.1% |
| 5Y | +13.3% | -95.8% | +109.1% | -40.1% |
| All | +42.0% | -98.3% | +140.3% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling