-49.9%
VXX vs SARO
-7.4%
-42.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +1.0% |
| 7D | -3.5% | -0.8% | -2.7% | -3.9% |
| 30D | -13.6% | -20.0% | +6.4% | -24.6% |
| 3M | -24.6% | -2.9% | -21.7% | -24.5% |
| 6M | -39.9% | -17.7% | -22.2% | -45.2% |
| YTD | -33.1% | -13.5% | -19.6% | -35.6% |
| 1Y | -49.9% | -9.7% | -40.2% | -47.2% |
| All | -49.9% | -7.4% | -42.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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