-99.0%
VXX vs SFM
+160.4%
-259.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.1% |
| 7D | +2.0% | -10.6% | +12.6% | -1.2% |
| 30D | -7.1% | -15.5% | +8.4% | -11.4% |
| 3M | -28.6% | -17.4% | -11.2% | -32.1% |
| 6M | -44.0% | -3.4% | -40.5% | -43.9% |
| YTD | -31.7% | -8.7% | -23.1% | -32.8% |
| 1Y | -46.3% | -47.2% | +0.8% | -55.9% |
| 3Y | -78.3% | +82.7% | -161.0% | -71.6% |
| 5Y | -95.8% | +214.3% | -310.1% | -93.1% |
| All | -99.0% | +160.4% | -259.4% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling