-49.9%
VXX vs SAN
+58.9%
-108.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | -0.2% |
| 7D | -3.5% | +1.8% | -5.3% | -1.7% |
| 30D | -13.6% | +2.0% | -15.6% | -11.9% |
| 3M | -24.6% | +19.7% | -44.3% | -8.3% |
| 6M | -39.9% | +30.6% | -70.5% | -16.9% |
| YTD | -33.1% | +28.8% | -61.9% | -5.0% |
| 1Y | -49.9% | +57.8% | -107.7% | -10.6% |
| All | -49.9% | +58.9% | -108.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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