+93.3%
SNOW vs VXX
-78.4%
+171.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.4% |
| 7D | -2.4% | +2.0% | -4.4% | -1.9% |
| 30D | -1.0% | -7.1% | +6.1% | -2.7% |
| 3M | +36.9% | -28.6% | +65.5% | +25.9% |
| 6M | +83.4% | -44.0% | +127.3% | +60.0% |
| YTD | +50.0% | -31.7% | +81.7% | +40.5% |
| 1Y | +46.5% | -46.3% | +92.9% | +30.6% |
| 3Y | +93.3% | -78.3% | +171.6% | +64.1% |
| All | +93.3% | -78.4% | +171.7% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling