-16.5%
SOUN vs VXX
-95.6%
+79.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -2.5% |
| 7D | -7.1% | +2.0% | -9.1% | -6.1% |
| 30D | -15.4% | -7.1% | -8.3% | -18.2% |
| 3M | -10.6% | -28.6% | +18.1% | -23.2% |
| 6M | -19.6% | -44.0% | +24.3% | -36.9% |
| YTD | -37.2% | -31.7% | -5.5% | -43.6% |
| 1Y | -57.1% | -46.3% | -10.7% | -64.8% |
| 3Y | +178.2% | -78.3% | +256.5% | +115.7% |
| All | -16.5% | -95.6% | +79.1% | -71.7% |
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