+162.6%
SPGI vs VXX
-99.0%
+261.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.2% |
| 7D | -3.1% | +1.6% | -4.6% | -2.8% |
| 30D | +2.0% | -9.5% | +11.5% | +0.2% |
| 3M | +4.3% | -27.3% | +31.6% | -1.5% |
| 6M | -0.2% | -43.3% | +43.1% | -9.5% |
| YTD | -14.8% | -30.9% | +16.1% | -18.8% |
| 1Y | -18.5% | -47.2% | +28.6% | -25.8% |
| 3Y | +16.0% | -78.5% | +94.5% | -1.1% |
| 5Y | +2.2% | -95.6% | +97.8% | -32.2% |
| All | +162.6% | -99.0% | +261.6% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling