-98.9%
VXX vs SMTC
+322.1%
-421.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +1.4% |
| 7D | +7.2% | +17.5% | -10.4% | +18.2% |
| 30D | -5.8% | +21.3% | -27.1% | +7.1% |
| 3M | -29.0% | +3.1% | -32.2% | -24.0% |
| 6M | -44.0% | +81.7% | -125.7% | -8.6% |
| YTD | -28.7% | +115.9% | -144.6% | +34.4% |
| 1Y | -45.2% | +157.8% | -203.0% | +20.4% |
| 3Y | -77.8% | +557.3% | -635.1% | +56.6% |
| 5Y | -95.6% | +114.7% | -210.3% | -86.5% |
| All | -98.9% | +322.1% | -421.0% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling