+28.9%
SYY vs VXX
-78.4%
+107.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +0.8% |
| 7D | +3.9% | +2.0% | +2.0% | +4.1% |
| 30D | -1.7% | -7.1% | +5.3% | -2.2% |
| 3M | +5.2% | -28.6% | +33.8% | +3.2% |
| 6M | -0.2% | -44.0% | +43.8% | -3.4% |
| YTD | +15.4% | -31.7% | +47.1% | +13.4% |
| 1Y | +5.6% | -46.3% | +51.9% | +2.5% |
| 3Y | +28.9% | -78.3% | +107.1% | +20.5% |
| All | +28.9% | -78.4% | +107.3% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling