+1.5%
SMR vs VXX
-95.2%
+96.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.7% | -4.2% |
| 7D | +4.7% | +7.2% | -2.4% | +7.9% |
| 30D | +3.2% | -5.8% | +9.1% | +1.0% |
| 3M | +9.9% | -29.0% | +38.9% | -2.7% |
| 6M | -15.1% | -44.0% | +28.9% | -29.2% |
| YTD | -27.9% | -28.7% | +0.7% | -31.9% |
| 1Y | -70.2% | -45.2% | -25.1% | -73.8% |
| 3Y | +72.5% | -77.8% | +150.3% | +55.8% |
| All | +1.5% | -95.2% | +96.7% | -24.5% |
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 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