-5.3%
SYK vs VXX
-36.4%
+31.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +30.1% | -31.5% | +1.5% |
| 7D | +7.5% | +27.5% | -20.0% | +10.3% |
| 30D | +20.4% | +32.5% | -12.1% | +24.0% |
| 3M | -0.3% | +8.2% | -8.5% | +1.4% |
| 6M | +14.2% | -22.7% | +36.8% | +12.8% |
| YTD | -3.8% | -16.1% | +12.3% | -4.0% |
| 1Y | -5.3% | -34.0% | +28.8% | -6.8% |
| All | -5.3% | -36.4% | +31.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling