+13.3%
SPYM vs VXX
-45.7%
+59.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -0.6% |
| 30D | -1.3% | -7.1% | +5.8% | -2.8% |
| 3M | +3.6% | -28.6% | +32.2% | -3.2% |
| 6M | +13.3% | -44.0% | +57.3% | +1.7% |
| All | +13.3% | -45.7% | +59.0% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling