-49.9%
VXX vs SITM
+174.8%
-224.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -6.0% | +2.0% |
| 7D | -3.5% | +9.7% | -13.2% | -1.4% |
| 30D | -13.6% | +12.7% | -26.3% | -10.0% |
| 3M | -24.6% | -13.4% | -11.2% | -24.6% |
| 6M | -39.9% | +59.6% | -99.5% | -22.5% |
| YTD | -33.1% | +73.3% | -106.4% | -11.9% |
| 1Y | -49.9% | +165.5% | -215.5% | -31.9% |
| All | -49.9% | +174.8% | -224.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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