+3,422.0%
STRL vs VXX
-99.0%
+3,521.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.3% | +9.7% | +4.1% |
| 7D | +5.0% | +2.0% | +3.1% | +5.8% |
| 30D | -6.9% | -7.1% | +0.2% | -8.8% |
| 3M | -39.1% | -28.6% | -10.4% | -44.1% |
| 6M | +21.5% | -44.0% | +65.5% | +6.5% |
| YTD | +66.9% | -31.7% | +98.6% | +57.6% |
| 1Y | +61.6% | -46.3% | +108.0% | +45.8% |
| 3Y | +560.0% | -78.3% | +638.3% | +471.3% |
| 5Y | +2,238.9% | -95.8% | +2,334.7% | +1,347.5% |
| All | +3,422.0% | -99.0% | +3,521.0% | +1,877.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling