-95.7%
VXX vs SPXS
-86.0%
-9.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -2.0% |
| 7D | +2.0% | +2.5% | -0.5% | -0.3% |
| 30D | -7.1% | +4.2% | -11.3% | -10.8% |
| 3M | -28.6% | -9.3% | -19.3% | -21.7% |
| 6M | -44.0% | -30.7% | -13.3% | -20.1% |
| YTD | -31.7% | -28.1% | -3.7% | -4.6% |
| 1Y | -46.3% | -35.1% | -11.3% | -16.5% |
| 3Y | -78.3% | -79.6% | +1.3% | -0.7% |
| All | -95.7% | -86.0% | -9.7% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling