-46.3%
VXX vs SAN
+51.4%
-97.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.5% | -2.1% |
| 7D | +2.0% | +0.2% | +1.8% | +2.3% |
| 30D | -7.1% | +0.9% | -8.0% | -6.0% |
| 3M | -28.6% | +19.1% | -47.7% | -13.9% |
| 6M | -44.0% | +33.2% | -77.2% | -21.4% |
| YTD | -31.7% | +29.1% | -60.8% | -2.7% |
| 1Y | -46.3% | +50.2% | -96.6% | -7.8% |
| All | -46.3% | +51.4% | -97.8% | -7.8% |
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