+260.6%
SNDU vs VXX
-47.6%
+308.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +0.6% | +23.1% | +24.6% |
| 7D | +35.2% | -3.5% | +38.6% | +27.1% |
| 30D | +50.8% | -13.6% | +64.4% | +14.9% |
| 3M | -43.2% | -24.6% | -18.6% | -59.7% |
| All | +260.6% | -47.6% | +308.2% | +73.9% |
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 · Available span rolling