| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | VXX | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +3.9% | +4.9% | +23.0% | −20.7% | −14.3% | −8.3% | +6.0% | — | — | — | — | — | −11.5% | +7.5% | −19.0pp |
| 2025 | −3.7% | +3.9% | +12.3% | +25.6% | −16.7% | −10.7% | −11.6% | −14.6% | −8.6% | +2.5% | −5.6% | −17.5% | −42.2% | +17.7% | −59.9pp |
| 2024 | −2.5% | −10.4% | −4.4% | +4.9% | −15.3% | −5.3% | +5.9% | −3.8% | +11.5% | +16.7% | −26.4% | +7.5% | −26.2% | +24.9% | −51.1pp |
| 2023 | −19.8% | +1.9% | −2.7% | −15.7% | −9.0% | −27.5% | −9.6% | −4.9% | +8.5% | +0.6% | −26.3% | −10.2% | −72.5% | +26.2% | −98.7pp |
| 2022 | +15.6% | +12.1% | +7.1% | +7.8% | −18.6% | +2.3% | −9.3% | −8.1% | +10.2% | −16.7% | −15.5% | −5.4% | −23.8% | −18.2% | −5.6pp |
| 2021 | +25.6% | −24.0% | −28.9% | +252.3% | −13.6% | −15.1% | +2.5% | −15.6% | +9.2% | −23.0% | +18.7% | −27.2% | +10.4% | +28.7% | −18.4pp |
| 2020 · part | — | — | — | — | — | — | −16.0% | −5.9% | −7.3% | +6.5% | −35.2% | −2.3% | −50.5% | +18.3% | −68.9pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. VXX is on the price only (split-adjusted close; dividends NOT included) basis, SPY on the total return (splits + dividends) basis. THE TWO DIFFER: one series includes dividends and the other does not, so the Δ column flatters whichever one is on the total-return basis. Read it with that in mind — the bases are printed rather than silently reconciled.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 6 | 6 | 6 | 6 | 6 | 6 | 7 | 6 | 6 | 6 | 6 | 6 |
| Positive ⓘ | 50% | 67% | 50% | 67% | 0% | 17% | 43% | 0% | 67% | 67% | 17% | 17% |
| Median | +0.7% | +2.9% | +2.2% | +6.4% | −14.8% | −9.5% | −9.3% | −7.0% | +8.8% | +1.5% | −20.9% | −7.8% |
| Best | +25.6% | +12.1% | +23.0% | +252.3% | −9.0% | +2.3% | +6.0% | −3.8% | +11.5% | +16.7% | +18.7% | +7.5% |
| Worst | −19.8% | −24.0% | −28.9% | −20.7% | −18.6% | −27.5% | −16.0% | −15.6% | −8.6% | −23.0% | −35.2% | −27.2% |
| vs SPY ⓘ | −0.8pp | +4.8pp | −1.5pp | +12.8pp | −19.2pp | −12.3pp | −12.9pp | −9.5pp | +11.3pp | +1.4pp | −26.7pp | −10.4pp |
73 monthly observations across 2020–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
