+53.8%
SAP vs VXX
-77.4%
+131.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.1% |
| 7D | -5.1% | +7.2% | -12.3% | -4.1% |
| 30D | -1.8% | -5.8% | +4.1% | -2.6% |
| 3M | +20.9% | -29.0% | +50.0% | +15.1% |
| 6M | +7.0% | -44.0% | +51.0% | -1.1% |
| YTD | -13.7% | -28.7% | +14.9% | -16.5% |
| 1Y | -19.6% | -45.2% | +25.6% | -24.6% |
| All | +53.8% | -77.4% | +131.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling