+142.9%
STM vs VXX
-99.0%
+241.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.2% |
| 7D | +1.7% | +1.6% | +0.1% | +2.2% |
| 30D | -5.2% | -9.5% | +4.3% | -8.2% |
| 3M | -29.6% | -27.3% | -2.3% | -35.6% |
| 6M | +54.4% | -43.3% | +97.7% | +32.8% |
| YTD | +99.5% | -30.9% | +130.4% | +87.9% |
| 1Y | +100.8% | -47.2% | +147.9% | +76.1% |
| 3Y | +20.2% | -78.5% | +98.7% | -1.9% |
| 5Y | +21.1% | -95.6% | +116.8% | -32.4% |
| All | +142.9% | -99.0% | +241.9% | +23.0% |
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 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