+470.1%
SPXL vs VXX
-99.0%
+569.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | -0.1% |
| 7D | -2.5% | +2.0% | -4.5% | -1.3% |
| 30D | -4.2% | -7.1% | +2.9% | -7.9% |
| 3M | +8.1% | -28.6% | +36.7% | -9.0% |
| 6M | +35.6% | -44.0% | +79.6% | +3.4% |
| YTD | +28.8% | -31.7% | +60.5% | +13.9% |
| 1Y | +39.8% | -46.3% | +86.2% | +11.7% |
| 3Y | +221.4% | -78.3% | +299.6% | +137.0% |
| 5Y | +146.9% | -95.8% | +242.8% | -3.4% |
| All | +470.1% | -99.0% | +569.0% | +151.8% |
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