-34.0%
VXX vs SNY
+1.8%
-35.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -1.2% | +31.3% | +29.5% |
| 7D | +27.5% | +8.8% | +18.7% | +32.3% |
| 30D | +32.5% | +18.6% | +14.0% | +43.1% |
| 3M | +8.2% | +9.7% | -1.4% | +12.0% |
| 6M | -22.7% | +8.2% | -30.9% | -20.0% |
| YTD | -16.1% | +2.2% | -18.3% | -14.7% |
| 1Y | -34.0% | +1.0% | -35.1% | -33.3% |
| All | -34.0% | +1.8% | -35.9% | -33.3% |
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