-20.7%
SNAP vs VXX
-51.0%
+30.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -9.6% | +15.5% | +2.2% |
| 7D | -0.7% | -4.1% | +3.4% | -1.6% |
| 30D | +5.5% | -0.8% | +6.3% | +6.4% |
| 3M | +2.2% | -19.8% | +22.0% | -4.4% |
| 6M | -4.1% | -40.5% | +36.4% | -18.8% |
| YTD | -26.6% | -35.5% | +8.9% | -35.0% |
| 1Y | -20.7% | -51.1% | +30.4% | -32.8% |
| All | -20.7% | -51.0% | +30.3% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling