+19.8%
SNPS vs VXX
-95.6%
+115.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | -1.1% |
| 7D | +0.9% | +2.0% | -1.1% | +1.5% |
| 30D | -3.6% | -7.1% | +3.5% | -5.3% |
| 3M | -12.9% | -28.6% | +15.7% | -20.0% |
| 6M | -8.2% | -44.0% | +35.8% | -20.0% |
| YTD | -15.4% | -31.7% | +16.3% | -20.9% |
| 1Y | -9.3% | -46.3% | +37.1% | -19.2% |
| 3Y | -14.0% | -78.3% | +64.3% | -27.8% |
| All | +19.8% | -95.6% | +115.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling