+3,361.1%
STRL vs VXX
-99.0%
+3,460.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.7% |
| 7D | +10.1% | -3.0% | +13.1% | +9.1% |
| 30D | -8.2% | -11.5% | +3.3% | -11.4% |
| 3M | -43.7% | -27.3% | -16.3% | -48.0% |
| 6M | +27.1% | -49.6% | +76.7% | +8.2% |
| YTD | +64.0% | -32.0% | +96.0% | +54.5% |
| 1Y | +75.2% | -48.3% | +123.5% | +56.2% |
| 3Y | +539.9% | -78.9% | +618.8% | +448.8% |
| 5Y | +2,133.0% | -95.6% | +2,228.6% | +1,302.9% |
| All | +3,361.1% | -99.0% | +3,460.0% | +1,838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling