+9.4%
SPYM vs VXX
-36.4%
+45.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +30.1% | -34.5% | +1.1% |
| 7D | -4.7% | +27.5% | -32.2% | +0.5% |
| 30D | -5.9% | +32.5% | -38.4% | +0.2% |
| 3M | -4.5% | +8.2% | -12.7% | -2.0% |
| 6M | +1.9% | -22.7% | +24.5% | -1.2% |
| YTD | +8.4% | -16.1% | +24.6% | +8.6% |
| 1Y | +9.4% | -34.0% | +43.5% | +4.4% |
| All | +9.4% | -36.4% | +45.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling