+41.4%
SW vs VXX
-77.2%
+118.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -1.3% |
| 7D | -3.0% | -17.5% | +14.5% | -6.5% |
| 30D | +4.2% | +9.8% | -5.6% | +7.6% |
| 3M | -11.5% | -5.9% | -5.7% | -11.4% |
| 6M | +8.6% | -34.1% | +42.7% | +1.7% |
| YTD | +15.0% | -30.8% | +45.8% | +10.8% |
| 1Y | +25.7% | -44.4% | +70.0% | +16.4% |
| All | +41.4% | -77.2% | +118.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling