+846.3%
SOXX vs VXX
-99.0%
+945.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.5% |
| 7D | +1.4% | +2.0% | -0.6% | +2.1% |
| 30D | -3.6% | -7.1% | +3.5% | -5.6% |
| 3M | -10.2% | -28.6% | +18.5% | -18.0% |
| 6M | +54.2% | -44.0% | +98.2% | +33.3% |
| YTD | +75.2% | -31.7% | +106.9% | +64.1% |
| 1Y | +107.5% | -46.3% | +153.9% | +84.1% |
| 3Y | +226.8% | -78.3% | +305.0% | +175.1% |
| 5Y | +251.2% | -95.8% | +347.1% | +108.8% |
| All | +846.3% | -99.0% | +945.2% | +421.0% |
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