+272.3%
SLV vs VXX
-99.0%
+371.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.9% |
| 30D | +2.2% | -9.5% | +11.7% | +1.4% |
| 3M | +2.9% | -27.3% | +30.2% | +0.6% |
| 6M | -22.4% | -43.3% | +20.9% | -25.3% |
| YTD | -5.7% | -30.9% | +25.1% | -7.5% |
| 1Y | +63.3% | -47.2% | +110.5% | +57.7% |
| 3Y | +189.0% | -78.5% | +267.5% | +173.3% |
| 5Y | +172.7% | -95.6% | +268.3% | +135.4% |
| All | +272.3% | -99.0% | +371.3% | +192.3% |
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