-49.9%
VXX vs SOXQ
+111.3%
-161.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +2.9% |
| 7D | -3.5% | +2.3% | -5.8% | -1.9% |
| 30D | -13.6% | -2.3% | -11.3% | -14.7% |
| 3M | -24.6% | -13.8% | -10.8% | -29.4% |
| 6M | -39.9% | +48.6% | -88.5% | +6.2% |
| YTD | -33.1% | +66.0% | -99.0% | +34.4% |
| 1Y | -49.9% | +107.9% | -157.8% | +8.1% |
| All | -49.9% | +111.3% | -161.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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