-89.3%
SQQQ vs VXX
-78.4%
-10.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | +0.2% |
| 7D | +1.8% | +2.0% | -0.2% | +0.5% |
| 30D | +4.2% | -7.1% | +11.2% | +9.1% |
| 3M | -3.3% | -28.6% | +25.4% | +20.6% |
| 6M | -43.6% | -44.0% | +0.3% | -18.2% |
| YTD | -41.9% | -31.7% | -10.1% | -26.5% |
| 1Y | -50.6% | -46.3% | -4.3% | -28.2% |
| 3Y | -89.3% | -78.3% | -11.0% | -75.8% |
| All | -89.3% | -78.4% | -10.9% | -75.8% |
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 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