-95.7%
VXX vs SFM
+213.6%
-309.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.1% |
| 7D | +2.0% | -10.6% | +12.6% | -0.8% |
| 30D | -7.1% | -15.5% | +8.4% | -10.8% |
| 3M | -28.6% | -17.4% | -11.2% | -31.6% |
| 6M | -44.0% | -3.4% | -40.5% | -43.8% |
| YTD | -31.7% | -8.7% | -23.1% | -32.7% |
| 1Y | -46.3% | -47.2% | +0.8% | -55.7% |
| 3Y | -78.3% | +82.7% | -161.0% | -73.9% |
| All | -95.7% | +213.6% | -309.3% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling