-99.0%
VXX vs SMTC
+343.6%
-442.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.1% | -9.4% | -1.2% |
| 7D | +2.0% | +13.1% | -11.1% | +10.0% |
| 30D | -7.1% | +19.5% | -26.6% | +4.6% |
| 3M | -28.6% | +2.2% | -30.9% | -24.2% |
| 6M | -44.0% | +94.9% | -138.9% | -4.4% |
| YTD | -31.7% | +127.0% | -158.7% | +32.8% |
| 1Y | -46.3% | +174.6% | -220.9% | +22.7% |
| 3Y | -78.3% | +615.9% | -694.2% | +63.4% |
| 5Y | -95.8% | +125.6% | -221.4% | -86.7% |
| All | -99.0% | +343.6% | -442.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling