-80.0%
VXX vs SN
+447.8%
-527.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -5.0% |
| 7D | +2.0% | -7.3% | +9.2% | -2.5% |
| 30D | -7.1% | -13.6% | +6.5% | -14.7% |
| 3M | -28.6% | +18.6% | -47.2% | -19.4% |
| 6M | -44.0% | +46.0% | -90.0% | -24.8% |
| YTD | -31.7% | +43.7% | -75.4% | -7.9% |
| 1Y | -46.3% | +39.2% | -85.5% | -28.1% |
| 3Y | -78.3% | +306.5% | -384.7% | -47.7% |
| All | -80.0% | +447.8% | -527.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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