-5.7%
SLB vs VXX
-99.0%
+93.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | +0.3% |
| 7D | -1.9% | +1.6% | -3.4% | -1.5% |
| 30D | +7.8% | -9.5% | +17.2% | +5.3% |
| 3M | +2.7% | -27.3% | +30.0% | -4.6% |
| 6M | +22.2% | -43.3% | +65.5% | +8.0% |
| YTD | +51.1% | -30.9% | +82.0% | +41.9% |
| 1Y | +63.3% | -47.2% | +110.5% | +45.2% |
| 3Y | +2.4% | -78.5% | +80.9% | -16.7% |
| 5Y | +139.3% | -95.6% | +234.9% | +39.3% |
| All | -5.7% | -99.0% | +93.3% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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