-49.9%
VXX vs SGI
-17.2%
-32.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.8% |
| 7D | -3.5% | +8.5% | -12.0% | +0.7% |
| 30D | -13.6% | +0.7% | -14.3% | -13.2% |
| 3M | -24.6% | +0.6% | -25.2% | -23.6% |
| 6M | -39.9% | -17.9% | -21.9% | -42.1% |
| YTD | -33.1% | -21.2% | -11.9% | -36.0% |
| 1Y | -49.9% | -18.9% | -31.1% | -53.7% |
| All | -49.9% | -17.2% | -32.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling