-34.0%
VXX vs SOXQ
+29.4%
-63.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -12.1% | +42.3% | +20.8% |
| 7D | +27.5% | -21.6% | +49.1% | +10.1% |
| 30D | +32.5% | -31.7% | +64.2% | +5.6% |
| 3M | +8.2% | -24.8% | +33.0% | -7.6% |
| 6M | -22.7% | -17.7% | -5.0% | -22.6% |
| YTD | -16.1% | +27.7% | -43.9% | +49.3% |
| 1Y | -34.0% | +26.0% | -60.0% | +19.0% |
| All | -34.0% | +29.4% | -63.5% | +19.0% |
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