+2.9%
SPGI vs VXX
-51.0%
+53.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +13.0% | +2.5% |
| 7D | +7.2% | -4.1% | +11.3% | +6.8% |
| 30D | +23.2% | -0.8% | +24.0% | +23.3% |
| 3M | +17.0% | -19.8% | +36.8% | +14.6% |
| 6M | +20.4% | -40.5% | +60.9% | +14.0% |
| YTD | -1.9% | -35.5% | +33.7% | -3.7% |
| 1Y | +2.9% | -51.1% | +54.0% | +1.2% |
| All | +2.9% | -51.0% | +53.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling