+61.5%
SW vs VXX
-99.0%
+160.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.3% |
| 7D | -2.6% | -3.0% | +0.4% | -2.9% |
| 30D | -7.5% | -11.5% | +4.0% | -8.7% |
| 3M | +10.3% | -27.3% | +37.6% | +6.8% |
| 6M | +5.4% | -49.6% | +55.0% | -1.2% |
| YTD | +17.9% | -32.0% | +49.9% | +14.7% |
| 1Y | -2.4% | -48.3% | +45.9% | -7.1% |
| 3Y | +28.7% | -78.9% | +107.6% | +20.3% |
| 5Y | -5.7% | -95.6% | +89.9% | -18.6% |
| All | +61.5% | -99.0% | +160.5% | +36.4% |
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