+55.9%
SOXL vs VXX
-51.0%
+106.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.6% | +0.8% | -22.4% |
| 7D | -37.9% | -4.1% | -33.8% | -39.9% |
| 30D | -59.4% | -0.8% | -58.6% | -56.8% |
| 3M | -52.3% | -19.8% | -32.5% | -61.5% |
| 6M | -47.7% | -40.5% | -7.2% | -65.3% |
| YTD | +58.8% | -35.5% | +94.3% | +37.6% |
| 1Y | +55.9% | -51.1% | +107.0% | -6.5% |
| All | +55.9% | -51.0% | +106.9% | -6.5% |
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 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