-14.4%
SMR vs VXX
-95.4%
+81.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -4.3% | -11.4% | -17.5% |
| 7D | -11.2% | +2.0% | -13.2% | -10.7% |
| 30D | -10.2% | -7.1% | -3.1% | -12.9% |
| 3M | -10.0% | -28.6% | +18.6% | -20.5% |
| 6M | -30.5% | -44.0% | +13.5% | -42.2% |
| YTD | -39.2% | -31.7% | -7.5% | -43.8% |
| 1Y | -75.5% | -46.3% | -29.2% | -78.7% |
| 3Y | +45.4% | -78.3% | +123.7% | +29.2% |
| All | -14.4% | -95.4% | +81.0% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling