+77.2%
SPYM vs VXX
-78.4%
+155.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.1% |
| 7D | -0.8% | +2.0% | -2.8% | -0.4% |
| 30D | -1.1% | -7.1% | +6.0% | -2.2% |
| 3M | +3.9% | -28.6% | +32.5% | -1.4% |
| 6M | +13.6% | -44.0% | +57.6% | +4.5% |
| YTD | +12.7% | -31.7% | +44.5% | +8.0% |
| 1Y | +17.6% | -46.3% | +63.9% | +9.3% |
| 3Y | +77.2% | -78.3% | +155.5% | +57.0% |
| All | +77.2% | -78.4% | +155.6% | +57.0% |
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