-35.6%
SMCI vs VXX
-36.4%
+0.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +30.1% | -38.6% | +9.4% |
| 7D | -21.3% | +27.5% | -48.9% | -6.8% |
| 30D | -37.7% | +32.5% | -70.2% | -23.1% |
| 3M | -10.7% | +8.2% | -18.9% | -3.2% |
| 6M | -2.7% | -22.7% | +20.0% | -11.0% |
| YTD | -7.5% | -16.1% | +8.6% | -5.7% |
| 1Y | -35.6% | -34.0% | -1.5% | -42.7% |
| All | -35.6% | -36.4% | +0.8% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling