+174.7%
SLV vs VXX
-78.4%
+253.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +0.6% |
| 7D | -2.8% | +2.0% | -4.8% | -2.6% |
| 30D | -1.6% | -7.1% | +5.5% | -2.2% |
| 3M | -4.4% | -28.6% | +24.2% | -7.2% |
| 6M | -25.4% | -44.0% | +18.6% | -28.7% |
| YTD | -9.8% | -31.7% | +22.0% | -12.1% |
| 1Y | +53.8% | -46.3% | +100.1% | +47.8% |
| 3Y | +174.7% | -78.3% | +252.9% | +172.4% |
| All | +174.7% | -78.4% | +253.1% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling