+526.2%
STRL vs VXX
-77.4%
+603.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -0.9% |
| 7D | +5.4% | +7.2% | -1.8% | +8.1% |
| 30D | -9.0% | -5.8% | -3.2% | -10.8% |
| 3M | -37.1% | -29.0% | -8.0% | -43.2% |
| 6M | +17.8% | -44.0% | +61.8% | +1.2% |
| YTD | +58.3% | -28.7% | +87.0% | +49.6% |
| 1Y | +61.0% | -45.2% | +106.2% | +43.5% |
| All | +526.2% | -77.4% | +603.6% | +457.6% |
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