+99.6%
STM vs VXX
-51.1%
+150.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.2% |
| 7D | +5.8% | -3.5% | +9.3% | +4.1% |
| 30D | -1.0% | -13.6% | +12.6% | -7.7% |
| 3M | -33.3% | -24.6% | -8.7% | -40.0% |
| 6M | +57.4% | -39.9% | +97.2% | +32.0% |
| YTD | +102.2% | -33.1% | +135.2% | +78.5% |
| 1Y | +99.6% | -49.9% | +149.5% | +70.8% |
| All | +99.6% | -51.1% | +150.7% | +70.8% |
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