+432.9%
SNXX vs VXX
-33.1%
+466.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.8% | +24.3% |
| 7D | +34.9% | -3.5% | +38.4% | +28.1% |
| 30D | +52.5% | -13.6% | +66.2% | +21.3% |
| 3M | -41.3% | -24.6% | -16.7% | -55.5% |
| 6M | +293.8% | -39.9% | +333.6% | +147.0% |
| All | +432.9% | -33.1% | +466.0% | +252.0% |
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