-95.7%
VXX vs SAN
+385.2%
-480.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.5% | -2.3% |
| 7D | +2.0% | +0.2% | +1.8% | +2.3% |
| 30D | -7.1% | +0.9% | -8.0% | -6.1% |
| 3M | -28.6% | +19.1% | -47.7% | -14.8% |
| 6M | -44.0% | +33.2% | -77.2% | -23.3% |
| YTD | -31.7% | +29.1% | -60.8% | -6.6% |
| 1Y | -46.3% | +50.2% | -96.6% | -14.6% |
| 3Y | -78.3% | +351.0% | -429.3% | +2.7% |
| All | -95.7% | +385.2% | -480.9% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling