-51.1%
VXX vs SSNC
-3.9%
-47.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -10.1% |
| 7D | -4.1% | -1.1% | -3.0% | -4.5% |
| 30D | -0.8% | +0.6% | -1.4% | -0.2% |
| 3M | -19.8% | -1.5% | -18.3% | -19.8% |
| 6M | -40.5% | +15.8% | -56.3% | -37.2% |
| YTD | -35.5% | -8.0% | -27.6% | -42.6% |
| 1Y | -51.1% | -5.8% | -45.3% | -53.9% |
| All | -51.1% | -3.9% | -47.2% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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