-71.4%
SOUN vs VXX
-51.0%
-20.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.6% | +14.5% | -0.2% |
| 7D | -2.7% | -4.1% | +1.4% | -4.2% |
| 30D | -26.5% | -0.8% | -25.7% | -26.0% |
| 3M | -33.6% | -19.8% | -13.8% | -40.3% |
| 6M | -54.4% | -40.5% | -13.9% | -64.1% |
| YTD | -56.7% | -35.5% | -21.1% | -61.7% |
| 1Y | -71.4% | -51.1% | -20.3% | -78.8% |
| All | -71.4% | -51.0% | -20.4% | -78.8% |
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 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