-79.8%
VXX vs SN
+476.8%
-556.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | -0.3% |
| 7D | +1.6% | -3.4% | +4.9% | -0.5% |
| 30D | -9.5% | -9.1% | -0.4% | -14.3% |
| 3M | -27.3% | +31.8% | -59.1% | -12.1% |
| 6M | -43.3% | +52.0% | -95.3% | -22.0% |
| YTD | -30.9% | +51.3% | -82.2% | -3.8% |
| 1Y | -47.2% | +46.9% | -94.0% | -26.8% |
| 3Y | -78.5% | +394.9% | -473.4% | -45.7% |
| All | -79.8% | +476.8% | -556.5% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling