+78.7%
SYK vs VXX
-98.9%
+177.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -1.4% |
| 7D | -12.3% | +7.2% | -19.5% | -11.2% |
| 30D | -22.4% | -5.8% | -16.6% | -23.2% |
| 3M | -12.3% | -29.0% | +16.7% | -17.5% |
| 6M | -24.3% | -44.0% | +19.7% | -31.3% |
| YTD | -22.8% | -28.7% | +5.9% | -26.0% |
| 1Y | -28.8% | -45.2% | +16.4% | -34.5% |
| 3Y | -4.0% | -77.8% | +73.8% | -17.4% |
| 5Y | +3.8% | -95.6% | +99.5% | -30.7% |
| All | +78.7% | -98.9% | +177.7% | +9.9% |
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