+2,082.1%
STRL vs VXX
-95.6%
+2,177.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.3% | +9.7% | +4.0% |
| 7D | +5.0% | +2.0% | +3.1% | +5.8% |
| 30D | -6.9% | -7.1% | +0.2% | -8.9% |
| 3M | -39.1% | -28.6% | -10.4% | -44.3% |
| 6M | +21.5% | -44.0% | +65.5% | +6.0% |
| YTD | +66.9% | -31.7% | +98.6% | +56.9% |
| 1Y | +61.6% | -46.3% | +108.0% | +45.0% |
| 3Y | +560.0% | -78.3% | +638.3% | +476.0% |
| All | +2,082.1% | -95.6% | +2,177.7% | +1,312.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling