-99.0%
VXX vs SUI
+69.0%
-167.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +0.2% |
| 7D | -3.0% | -3.1% | +0.1% | -5.7% |
| 30D | -11.5% | -2.3% | -9.2% | -13.2% |
| 3M | -27.3% | -2.8% | -24.5% | -29.7% |
| 6M | -49.6% | -12.4% | -37.2% | -55.3% |
| YTD | -32.0% | -3.3% | -28.7% | -34.0% |
| 1Y | -48.3% | -5.8% | -42.5% | -50.9% |
| 3Y | -78.9% | +12.5% | -91.3% | -74.1% |
| 5Y | -95.6% | -32.9% | -62.7% | -96.4% |
| All | -99.0% | +69.0% | -167.9% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling