-100.0%
SOXS vs VXX
-99.0%
-1.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -1.4% |
| 7D | -4.7% | +2.0% | -6.7% | -6.5% |
| 30D | +7.7% | -7.1% | +14.8% | +15.5% |
| 3M | -10.2% | -28.6% | +18.5% | +30.8% |
| 6M | -99.2% | -44.0% | -55.2% | -97.8% |
| YTD | -99.5% | -31.7% | -67.8% | -98.9% |
| 1Y | -99.8% | -46.3% | -53.4% | -99.3% |
| 3Y | -100.0% | -78.3% | -21.7% | -99.9% |
| 5Y | -100.0% | -95.8% | -4.2% | -99.9% |
| All | -100.0% | -99.0% | -1.0% | -100.0% |
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