+1,067.1%
SMH vs VXX
-99.0%
+1,166.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.1% |
| 7D | +0.3% | +2.0% | -1.7% | +1.0% |
| 30D | -2.8% | -7.1% | +4.3% | -4.8% |
| 3M | -6.7% | -28.6% | +21.9% | -14.8% |
| 6M | +41.8% | -44.0% | +85.8% | +22.7% |
| YTD | +57.9% | -31.7% | +89.6% | +47.8% |
| 1Y | +87.6% | -46.3% | +134.0% | +66.5% |
| 3Y | +282.9% | -78.3% | +361.2% | +222.5% |
| 5Y | +330.4% | -95.8% | +426.2% | +157.4% |
| All | +1,067.1% | -99.0% | +1,166.1% | +546.9% |
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