-95.6%
VXX vs SUI
-33.2%
-62.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +2.5% |
| 7D | +7.2% | -4.1% | +11.3% | +4.0% |
| 30D | -5.8% | -3.2% | -2.7% | -7.9% |
| 3M | -29.0% | -8.4% | -20.6% | -33.8% |
| 6M | -44.0% | -14.4% | -29.6% | -50.2% |
| YTD | -28.7% | -5.5% | -23.1% | -31.4% |
| 1Y | -45.2% | -7.3% | -37.8% | -47.9% |
| 3Y | -77.8% | +9.9% | -87.7% | -73.6% |
| 5Y | -95.6% | -31.6% | -64.0% | -96.8% |
| All | -95.6% | -33.2% | -62.5% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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