-99.0%
VXX vs SNY
+38.4%
-137.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.2% |
| 7D | +2.0% | -3.3% | +5.3% | -1.0% |
| 30D | -7.1% | -2.2% | -4.9% | -8.8% |
| 3M | -28.6% | -3.0% | -25.6% | -30.6% |
| 6M | -44.0% | +2.7% | -46.7% | -41.9% |
| YTD | -31.7% | -6.8% | -24.9% | -34.6% |
| 1Y | -46.3% | -5.3% | -41.1% | -47.5% |
| 3Y | -78.3% | -9.8% | -68.5% | -78.7% |
| 5Y | -95.8% | +9.7% | -105.5% | -94.3% |
| All | -99.0% | +38.4% | -137.4% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling