-49.9%
VXX vs SPXS
-40.2%
-9.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.9% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -13.6% | +0.8% | -14.4% | -14.7% |
| 3M | -24.6% | -4.7% | -19.9% | -20.9% |
| 6M | -39.9% | -29.6% | -10.2% | -6.3% |
| YTD | -33.1% | -29.8% | -3.2% | +5.3% |
| 1Y | -49.9% | -38.9% | -11.0% | -9.7% |
| All | -49.9% | -40.2% | -9.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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