+19.5%
STM vs VXX
-78.4%
+97.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.1% |
| 7D | -1.4% | +2.0% | -3.4% | -0.7% |
| 30D | -4.9% | -7.1% | +2.2% | -7.1% |
| 3M | -34.0% | -28.6% | -5.4% | -39.9% |
| 6M | +51.8% | -44.0% | +95.8% | +31.0% |
| YTD | +99.4% | -31.7% | +131.1% | +86.7% |
| 1Y | +99.1% | -46.3% | +145.4% | +76.6% |
| 3Y | +19.5% | -78.3% | +97.7% | +3.2% |
| All | +19.5% | -78.4% | +97.9% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling