-87.1%
SNDQ vs VXX
-25.3%
-61.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | +30.1% | +14.2% | -4.7% |
| 7D | +116.9% | +27.5% | +89.3% | +42.5% |
| 30D | +205.2% | +32.5% | +172.7% | +89.3% |
| 3M | +45.4% | +8.2% | +37.2% | +33.8% |
| 6M | -66.2% | -22.7% | -43.5% | -60.8% |
| All | -87.1% | -25.3% | -61.8% | -85.7% |
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