+4,437.1%
SNDK vs VXX
-57.8%
+4,494.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -6.3% |
| 7D | -6.1% | +2.0% | -8.1% | -4.9% |
| 30D | +21.5% | -7.1% | +28.6% | +15.7% |
| 3M | -13.2% | -28.6% | +15.4% | -27.7% |
| 6M | +149.2% | -44.0% | +193.2% | +86.7% |
| YTD | +588.1% | -31.7% | +619.8% | +504.2% |
| 1Y | +1,837.5% | -46.3% | +1,883.9% | +1,454.6% |
| All | +4,437.1% | -57.8% | +4,494.9% | +3,658.6% |
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 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