-44.0%
VXX vs SM
+52.8%
-96.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.0% |
| 7D | +7.2% | +2.1% | +5.0% | +6.3% |
| 30D | -5.8% | +18.1% | -24.0% | -11.8% |
| 3M | -29.0% | +17.0% | -46.0% | -33.5% |
| 6M | -44.0% | +55.4% | -99.4% | -57.6% |
| All | -44.0% | +52.8% | -96.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 6mo: compounded portfolio wealth divided by compounded SM 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…
6mo analysis · Full analysis span regression · 6 months rolling