-92.0%
SNAP vs VXX
-95.6%
+3.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +1.2% |
| 7D | +3.8% | +2.0% | +1.9% | +4.7% |
| 30D | +9.2% | -7.1% | +16.3% | +6.4% |
| 3M | +6.6% | -28.6% | +35.2% | -6.0% |
| 6M | +16.9% | -44.0% | +60.9% | -3.9% |
| YTD | -29.6% | -31.7% | +2.1% | -35.9% |
| 1Y | -22.1% | -46.3% | +24.3% | -34.2% |
| 3Y | -39.8% | -78.3% | +38.4% | -53.4% |
| All | -92.0% | -95.6% | +3.6% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling