-49.9%
VXX vs SNY
+2.0%
-52.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -3.5% | -1.3% | -2.2% | -4.1% |
| 30D | -13.6% | +3.4% | -17.0% | -12.1% |
| 3M | -24.6% | -0.3% | -24.3% | -24.7% |
| 6M | -39.9% | +1.0% | -40.9% | -38.4% |
| YTD | -33.1% | -3.6% | -29.4% | -32.6% |
| 1Y | -49.9% | +3.0% | -52.9% | -48.3% |
| All | -49.9% | +2.0% | -52.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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