+272.5%
SNDK vs VXX
-36.4%
+308.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +30.1% | -52.4% | +1.6% |
| 7D | -39.4% | +27.5% | -66.9% | -21.1% |
| 30D | -51.4% | +32.5% | -84.0% | -33.9% |
| 3M | -40.3% | +8.2% | -48.5% | -31.0% |
| 6M | -42.7% | -22.7% | -20.0% | -45.8% |
| YTD | +239.7% | -16.1% | +255.9% | +277.6% |
| 1Y | +272.5% | -34.0% | +306.5% | +206.9% |
| All | +272.5% | -36.4% | +308.9% | +206.9% |
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