+52.0%
SNOW vs VXX
-51.1%
+103.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.3% |
| 7D | +2.8% | -3.5% | +6.3% | +2.1% |
| 30D | +6.4% | -13.6% | +20.0% | +3.4% |
| 3M | +38.1% | -24.6% | +62.7% | +30.9% |
| 6M | +100.4% | -39.9% | +140.3% | +84.0% |
| YTD | +53.7% | -33.1% | +86.8% | +48.1% |
| 1Y | +52.0% | -49.9% | +101.9% | +40.9% |
| All | +52.0% | -51.1% | +103.1% | +40.9% |
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