+113.9%
SAP vs VXX
-99.0%
+212.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.8% |
| 7D | -0.3% | +1.6% | -1.8% | +0.1% |
| 30D | +0.3% | -9.5% | +9.7% | -1.5% |
| 3M | +16.9% | -27.3% | +44.2% | +10.2% |
| 6M | +6.3% | -43.3% | +49.6% | -3.7% |
| YTD | -12.4% | -30.9% | +18.5% | -16.7% |
| 1Y | -21.6% | -47.2% | +25.5% | -28.6% |
| 3Y | +54.8% | -78.5% | +133.3% | +32.8% |
| 5Y | +56.2% | -95.6% | +151.8% | +4.9% |
| All | +113.9% | -99.0% | +212.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling