+0.8%
SPGI vs VXX
-95.6%
+96.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.6% |
| 7D | -7.4% | +2.0% | -9.4% | -7.1% |
| 30D | +0.4% | -7.1% | +7.5% | -0.7% |
| 3M | +5.3% | -28.6% | +33.9% | +0.1% |
| 6M | +1.7% | -44.0% | +45.7% | -6.3% |
| YTD | -16.4% | -31.7% | +15.4% | -19.7% |
| 1Y | -20.5% | -46.3% | +25.9% | -26.0% |
| 3Y | +14.2% | -78.3% | +92.5% | 0.0% |
| All | +0.8% | -95.6% | +96.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling