Median daily percent change: VXX against SPY, by calendar year
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-14, from What Is the VIX? What It Really Measures.
| year | vxx_median_daily_pct | spy_median_daily_pct | vxx_sessions |
|---|---|---|---|
| 2020 | -1.038 | 0.226 | 253 |
| 2021 | -0.906 | 0.134 | 252 |
| 2022 | -0.588 | -0.181 | 251 |
| 2023 | -0.971 | 0.071 | 250 |
| 2024 | -0.533 | 0.103 | 252 |
| 2025 | -0.372 | 0.133 | 250 |
| 2026 | -0.169 | 0.136 | 123 |
- Rows × columns
- 7 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
year |
number | 2,020 to 2,026 | |
vxx_median_daily_pct |
number | -1.038 to -0.169 | percent |
spy_median_daily_pct |
number | -0.181 to 0.226 | percent |
vxx_sessions |
number | 123 to 253 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH d AS (
SELECT ticker, date, toFloat64(close) AS c
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('VXX', 'SPY')
AND date >= toDate('2020-01-01')
AND date < toDate('2026-07-01')
),
r AS (
SELECT ticker,
date,
toYear(date) AS year,
(c / any(c) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) - 1) * 100 AS ret_pct
FROM d
)
SELECT year,
round(quantileDeterministicIf(0.5)(ret_pct, toUInt64(toYYYYMMDD(date)), ticker = 'VXX'), 3) AS vxx_median_daily_pct,
round(quantileDeterministicIf(0.5)(ret_pct, toUInt64(toYYYYMMDD(date)), ticker = 'SPY'), 3) AS spy_median_daily_pct,
countIf(ticker = 'VXX') AS vxx_sessions
FROM r
WHERE year >= 2020
GROUP BY year
ORDER BY year
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