+147.0%
SHW vs VXX
-99.0%
+246.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +1.1% |
| 7D | -3.1% | +2.0% | -5.1% | -2.7% |
| 30D | -10.0% | -7.1% | -2.9% | -11.1% |
| 3M | +2.3% | -28.6% | +30.9% | -3.0% |
| 6M | +0.7% | -44.0% | +44.7% | -7.5% |
| YTD | +0.5% | -31.7% | +32.2% | -3.7% |
| 1Y | -11.5% | -46.3% | +34.9% | -18.0% |
| 3Y | +21.3% | -78.3% | +99.6% | +6.6% |
| 5Y | +12.5% | -95.8% | +108.4% | -21.0% |
| All | +147.0% | -99.0% | +246.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling