-98.9%
VXX vs SGI
+340.9%
-439.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +1.0% |
| 7D | +7.2% | -4.9% | +12.1% | +3.5% |
| 30D | -5.8% | +1.6% | -7.4% | -4.4% |
| 3M | -29.0% | -3.2% | -25.9% | -29.7% |
| 6M | -44.0% | -16.0% | -28.0% | -48.1% |
| YTD | -28.7% | -25.4% | -3.3% | -38.3% |
| 1Y | -45.2% | -21.6% | -23.6% | -50.4% |
| 3Y | -77.8% | +52.9% | -130.7% | -61.5% |
| 5Y | -95.6% | +47.5% | -143.1% | -91.2% |
| All | -98.9% | +340.9% | -439.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling