+317.7%
SOXL vs VXX
-46.7%
+364.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.3% | +9.5% | -0.3% |
| 7D | +3.9% | +2.0% | +1.9% | +7.0% |
| 30D | -14.3% | -7.1% | -7.2% | -21.5% |
| 3M | -45.6% | -28.6% | -17.0% | -60.6% |
| 6M | +117.2% | -44.0% | +161.2% | +36.9% |
| YTD | +189.8% | -31.7% | +221.6% | +150.0% |
| 1Y | +317.7% | -46.3% | +364.1% | +227.5% |
| All | +317.7% | -46.7% | +364.4% | +227.5% |
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