-99.0%
VXX vs SGI
+345.2%
-444.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.6% |
| 7D | +2.0% | -4.5% | +6.4% | -1.1% |
| 30D | -7.1% | +4.2% | -11.3% | -3.9% |
| 3M | -28.6% | -7.4% | -21.2% | -31.7% |
| 6M | -44.0% | -15.1% | -28.9% | -47.7% |
| YTD | -31.7% | -24.7% | -7.0% | -40.5% |
| 1Y | -46.3% | -21.8% | -24.6% | -51.5% |
| 3Y | -78.3% | +50.0% | -128.3% | -62.7% |
| 5Y | -95.8% | +48.9% | -144.8% | -91.5% |
| All | -99.0% | +345.2% | -444.2% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling