-99.8%
SOXS vs VXX
-51.1%
-48.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.6% | -10.8% | -11.0% |
| 7D | -7.0% | -3.5% | -3.5% | -2.5% |
| 30D | +2.8% | -13.6% | +16.4% | +25.6% |
| 3M | -9.8% | -24.6% | +14.7% | +48.2% |
| 6M | -99.2% | -39.9% | -59.3% | -97.3% |
| YTD | -99.5% | -33.1% | -66.4% | -98.5% |
| 1Y | -99.8% | -49.9% | -49.9% | -99.2% |
| All | -99.8% | -51.1% | -48.7% | -99.2% |
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