+178.1%
SO vs VXX
-99.0%
+277.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -1.0% |
| 7D | -1.1% | +2.0% | -3.0% | -0.9% |
| 30D | -5.0% | -7.1% | +2.1% | -5.5% |
| 3M | -5.8% | -28.6% | +22.9% | -7.8% |
| 6M | -7.9% | -44.0% | +36.0% | -11.2% |
| YTD | +2.4% | -31.7% | +34.2% | +0.5% |
| 1Y | -2.3% | -46.3% | +44.1% | -5.5% |
| 3Y | +41.9% | -78.3% | +120.1% | +32.5% |
| 5Y | +58.1% | -95.8% | +153.9% | +30.1% |
| All | +178.1% | -99.0% | +277.1% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling