-61.3%
SNAP vs VXX
-99.0%
+37.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.6% |
| 7D | -5.0% | +1.6% | -6.6% | -4.5% |
| 30D | -0.7% | -9.5% | +8.7% | -3.8% |
| 3M | -5.0% | -27.3% | +22.3% | -13.8% |
| 6M | +3.5% | -43.3% | +46.8% | -11.7% |
| YTD | -34.2% | -30.9% | -3.3% | -38.8% |
| 1Y | -27.1% | -47.2% | +20.1% | -36.9% |
| 3Y | -43.5% | -78.5% | +35.1% | -53.2% |
| 5Y | -92.9% | -95.6% | +2.7% | -95.7% |
| All | -61.3% | -99.0% | +37.7% | -79.8% |
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 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