-95.7%
VXX vs SIMO
+315.3%
-411.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.2% | -11.5% | -1.2% |
| 7D | +2.0% | +11.0% | -9.1% | +7.0% |
| 30D | -7.1% | +17.9% | -25.0% | +0.6% |
| 3M | -28.6% | +3.9% | -32.5% | -24.3% |
| 6M | -44.0% | +131.0% | -175.0% | -4.6% |
| YTD | -31.7% | +209.3% | -241.0% | +44.8% |
| 1Y | -46.3% | +223.8% | -270.1% | +21.8% |
| 3Y | -78.3% | +479.2% | -557.5% | -10.2% |
| All | -95.7% | +315.3% | -411.0% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling