-99.0%
VXX vs SSNC
+75.6%
-174.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.1% |
| 7D | +2.0% | -4.0% | +6.0% | -3.2% |
| 30D | -7.1% | +0.5% | -7.6% | -6.1% |
| 3M | -28.6% | +18.9% | -47.6% | -11.1% |
| 6M | -44.0% | +10.8% | -54.8% | -35.8% |
| YTD | -31.7% | -7.1% | -24.6% | -38.4% |
| 1Y | -46.3% | -9.6% | -36.7% | -52.8% |
| 3Y | -78.3% | +51.1% | -129.3% | -52.5% |
| 5Y | -95.8% | +19.7% | -115.5% | -92.1% |
| All | -99.0% | +75.6% | -174.6% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling