+256.3%
SLV vs VXX
-99.0%
+355.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +0.7% |
| 7D | -2.8% | +2.0% | -4.8% | -2.6% |
| 30D | -1.6% | -7.1% | +5.5% | -2.1% |
| 3M | -4.4% | -28.6% | +24.2% | -6.8% |
| 6M | -25.4% | -44.0% | +18.6% | -28.2% |
| YTD | -9.8% | -31.7% | +22.0% | -11.5% |
| 1Y | +53.8% | -46.3% | +100.1% | +48.7% |
| 3Y | +174.7% | -78.3% | +252.9% | +160.1% |
| 5Y | +164.3% | -95.8% | +260.1% | +127.2% |
| All | +256.3% | -99.0% | +355.3% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling