+137.1%
SYF vs VXX
-99.0%
+236.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.5% |
| 7D | -4.9% | +2.0% | -6.9% | -4.3% |
| 30D | -4.3% | -7.1% | +2.8% | -6.2% |
| 3M | +5.5% | -28.6% | +34.1% | -3.6% |
| 6M | +17.5% | -44.0% | +61.5% | +1.6% |
| YTD | -7.8% | -31.7% | +24.0% | -14.0% |
| 1Y | +1.6% | -46.3% | +48.0% | -10.2% |
| 3Y | +154.8% | -78.3% | +233.1% | +110.9% |
| 5Y | +79.5% | -95.8% | +175.3% | +4.2% |
| All | +137.1% | -99.0% | +236.1% | +23.7% |
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 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