-73.1%
SMR vs VXX
-51.1%
-22.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.1% |
| 7D | +4.4% | -3.5% | +7.9% | +2.1% |
| 30D | +3.4% | -13.6% | +17.0% | -5.6% |
| 3M | -19.2% | -24.6% | +5.4% | -30.3% |
| 6M | -22.6% | -39.9% | +17.2% | -38.9% |
| YTD | -31.5% | -33.1% | +1.5% | -41.1% |
| 1Y | -73.1% | -49.9% | -23.2% | -78.9% |
| All | -73.1% | -51.1% | -22.0% | -78.9% |
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 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