+12.0%
SHW vs VXX
-95.6%
+107.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +1.2% |
| 7D | -3.1% | +2.0% | -5.1% | -2.8% |
| 30D | -10.0% | -7.1% | -2.9% | -11.0% |
| 3M | +2.3% | -28.6% | +30.9% | -2.5% |
| 6M | +0.7% | -44.0% | +44.7% | -6.7% |
| YTD | +0.5% | -31.7% | +32.2% | -3.4% |
| 1Y | -11.5% | -46.3% | +34.9% | -17.3% |
| 3Y | +21.3% | -78.3% | +99.6% | +7.7% |
| All | +12.0% | -95.6% | +107.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling