+111.1%
SAP vs VXX
-99.0%
+210.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.6% |
| 7D | -4.1% | +2.0% | -6.0% | -3.7% |
| 30D | +1.1% | -7.1% | +8.2% | -0.2% |
| 3M | +26.1% | -28.6% | +54.7% | +18.4% |
| 6M | +9.8% | -44.0% | +53.8% | -0.8% |
| YTD | -13.6% | -31.7% | +18.2% | -18.0% |
| 1Y | -18.7% | -46.3% | +27.7% | -25.6% |
| 3Y | +54.1% | -78.3% | +132.4% | +32.7% |
| 5Y | +54.7% | -95.8% | +150.6% | +2.9% |
| All | +111.1% | -99.0% | +210.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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