-34.0%
VXX vs SIRI
+59.1%
-93.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -0.5% | +30.7% | +30.0% |
| 7D | +27.5% | +15.9% | +11.6% | +30.6% |
| 30D | +32.5% | +26.0% | +6.5% | +37.2% |
| 3M | +8.2% | +9.2% | -1.0% | +10.1% |
| 6M | -22.7% | +28.3% | -50.9% | -17.9% |
| YTD | -16.1% | +71.5% | -87.6% | -1.2% |
| 1Y | -34.0% | +55.0% | -89.0% | -30.1% |
| All | -34.0% | +59.1% | -93.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling