-77.3%
VXX vs SIMO
+443.5%
-520.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +1.2% |
| 7D | +7.2% | +12.5% | -5.4% | +13.0% |
| 30D | -5.8% | +18.4% | -24.3% | +2.4% |
| 3M | -29.0% | +5.6% | -34.6% | -23.5% |
| 6M | -44.0% | +116.9% | -160.9% | -0.3% |
| YTD | -28.7% | +188.4% | -217.1% | +70.1% |
| 1Y | -45.2% | +221.3% | -266.4% | +53.5% |
| All | -77.3% | +443.5% | -520.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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