-78.3%
VXX vs SAN
+352.3%
-430.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.5% | -2.0% |
| 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% | -13.1% |
| 6M | -44.0% | +33.2% | -77.2% | -20.5% |
| YTD | -31.7% | +29.1% | -60.8% | -3.1% |
| 1Y | -46.3% | +50.2% | -96.6% | -9.3% |
| 3Y | -78.3% | +351.0% | -429.3% | +27.2% |
| All | -78.3% | +352.3% | -430.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling