-78.3%
VXX vs SITM
+452.7%
-530.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.8% | -2.1% |
| 7D | +2.0% | +3.9% | -1.9% | +3.7% |
| 30D | -7.1% | -6.6% | -0.5% | -9.0% |
| 3M | -28.6% | -11.9% | -16.8% | -29.7% |
| 6M | -44.0% | +81.1% | -125.1% | -18.3% |
| YTD | -31.7% | +80.0% | -111.7% | +2.2% |
| 1Y | -46.3% | +145.8% | -192.2% | -2.3% |
| 3Y | -78.3% | +475.9% | -554.1% | -19.5% |
| All | -78.3% | +452.7% | -530.9% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling