-65.7%
VXX vs SARO
-22.5%
-43.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.0% |
| 7D | +2.0% | -3.1% | +5.1% | -0.3% |
| 30D | -7.1% | -12.2% | +5.1% | -15.8% |
| 3M | -28.6% | -7.4% | -21.3% | -31.6% |
| 6M | -44.0% | -15.3% | -28.7% | -48.9% |
| YTD | -31.7% | -16.2% | -15.6% | -37.5% |
| 1Y | -46.3% | -12.1% | -34.2% | -47.3% |
| All | -65.7% | -22.5% | -43.3% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling