+74.4%
SYF vs VXX
-95.6%
+170.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | +5.5% | -28.6% | +34.1% | -3.1% |
| 6M | +17.5% | -44.0% | +61.5% | +2.4% |
| YTD | -7.8% | -31.7% | +24.0% | -13.6% |
| 1Y | +1.6% | -46.3% | +48.0% | -9.5% |
| 3Y | +154.8% | -78.3% | +233.1% | +113.3% |
| All | +74.4% | -95.6% | +170.1% | +3.4% |
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