+24.9%
SMH vs VXX
-36.4%
+61.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +30.1% | -41.3% | +1.5% |
| 7D | -20.3% | +27.5% | -47.8% | -9.1% |
| 30D | -29.2% | +32.5% | -61.7% | -17.4% |
| 3M | -21.4% | +8.2% | -29.6% | -15.6% |
| 6M | -14.3% | -22.7% | +8.3% | -17.5% |
| YTD | +24.3% | -16.1% | +40.5% | +28.2% |
| 1Y | +24.9% | -34.0% | +59.0% | +16.5% |
| All | +24.9% | -36.4% | +61.3% | +16.5% |
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