+221.4%
SPXL vs VXX
-78.4%
+299.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +0.3% |
| 7D | -2.5% | +2.0% | -4.5% | -1.4% |
| 30D | -4.2% | -7.1% | +2.9% | -7.4% |
| 3M | +8.1% | -28.6% | +36.7% | -6.8% |
| 6M | +35.6% | -44.0% | +79.6% | +7.6% |
| YTD | +28.8% | -31.7% | +60.5% | +16.1% |
| 1Y | +39.8% | -46.3% | +86.2% | +16.0% |
| 3Y | +221.4% | -78.3% | +299.6% | +154.2% |
| All | +221.4% | -78.4% | +299.8% | +154.2% |
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