+14.1%
SPGI vs VXX
-77.4%
+91.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -1.5% |
| 7D | -8.9% | +7.2% | -16.1% | -8.0% |
| 30D | +0.6% | -5.8% | +6.5% | -0.1% |
| 3M | +2.0% | -29.0% | +31.0% | -2.3% |
| 6M | +0.1% | -44.0% | +44.1% | -6.6% |
| YTD | -16.4% | -28.7% | +12.3% | -18.7% |
| 1Y | -18.9% | -45.2% | +26.2% | -23.4% |
| All | +14.1% | -77.4% | +91.6% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling