-46.3%
VXX vs SIRI
+28.0%
-74.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.1% |
| 7D | +2.0% | +0.6% | +1.4% | +2.1% |
| 30D | -7.1% | +2.5% | -9.6% | -6.4% |
| 3M | -28.6% | +6.6% | -35.3% | -26.5% |
| 6M | -44.0% | +32.9% | -76.9% | -37.3% |
| YTD | -31.7% | +50.5% | -82.2% | -19.2% |
| 1Y | -46.3% | +28.0% | -74.3% | -39.1% |
| All | -46.3% | +28.0% | -74.4% | -39.1% |
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