-99.0%
VXX vs SBAC
+21.3%
-120.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -2.9% |
| 7D | +2.0% | -2.1% | +4.1% | +0.8% |
| 30D | -7.1% | +2.0% | -9.1% | -5.7% |
| 3M | -28.6% | -8.3% | -20.3% | -32.9% |
| 6M | -44.0% | +0.3% | -44.3% | -43.4% |
| YTD | -31.7% | -2.2% | -29.5% | -32.1% |
| 1Y | -46.3% | -4.6% | -41.7% | -47.6% |
| 3Y | -78.3% | -8.3% | -70.0% | -78.3% |
| 5Y | -95.8% | -42.8% | -53.0% | -97.0% |
| All | -99.0% | +21.3% | -120.2% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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