-78.3%
VXX vs SGI
+51.7%
-130.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.5% |
| 7D | +2.0% | -4.5% | +6.4% | -1.5% |
| 30D | -7.1% | +4.2% | -11.3% | -3.5% |
| 3M | -28.6% | -7.4% | -21.2% | -32.3% |
| 6M | -44.0% | -15.1% | -28.9% | -48.6% |
| YTD | -31.7% | -24.7% | -7.0% | -42.6% |
| 1Y | -46.3% | -21.8% | -24.6% | -53.2% |
| 3Y | -78.3% | +50.0% | -128.3% | -64.5% |
| All | -78.3% | +51.7% | -130.0% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling