+11.5%
SPMO vs VXX
-51.0%
+62.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -3.4% |
| 7D | -8.9% | -4.1% | -4.8% | -9.6% |
| 30D | -13.8% | -0.8% | -13.0% | -13.4% |
| 3M | -12.5% | -19.8% | +7.3% | -16.8% |
| 6M | -1.5% | -40.5% | +39.0% | -11.6% |
| YTD | +11.3% | -35.5% | +46.9% | +3.6% |
| 1Y | +11.5% | -51.1% | +62.6% | -3.0% |
| All | +11.5% | -51.0% | +62.5% | -3.0% |
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