-96.3%
VXX vs SOXQ
+286.7%
-383.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -2.5% |
| 7D | +2.0% | +0.8% | +1.2% | +2.9% |
| 30D | -7.1% | -4.6% | -2.5% | -11.2% |
| 3M | -28.6% | -10.2% | -18.5% | -34.2% |
| 6M | -44.0% | +49.7% | -93.7% | -3.6% |
| YTD | -31.7% | +67.2% | -99.0% | +37.7% |
| 1Y | -46.3% | +98.0% | -144.4% | +36.6% |
| 3Y | -78.3% | +237.2% | -315.4% | +42.5% |
| 5Y | -95.8% | +261.3% | -357.1% | -66.5% |
| All | -96.3% | +286.7% | -383.0% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling