-78.3%
VXX vs SSNC
+49.3%
-127.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.2% |
| 7D | +2.0% | -4.0% | +6.0% | -2.8% |
| 30D | -7.1% | +0.5% | -7.6% | -6.1% |
| 3M | -28.6% | +18.9% | -47.6% | -12.2% |
| 6M | -44.0% | +10.8% | -54.8% | -37.4% |
| YTD | -31.7% | -7.1% | -24.6% | -43.2% |
| 1Y | -46.3% | -9.6% | -36.7% | -57.2% |
| 3Y | -78.3% | +51.1% | -129.3% | -55.1% |
| All | -78.3% | +49.3% | -127.5% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling