-2.3%
SW vs VXX
-95.6%
+93.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.4% |
| 7D | -5.1% | -3.5% | -1.6% | -5.6% |
| 30D | -4.6% | -13.6% | +9.0% | -6.8% |
| 3M | +9.4% | -24.6% | +34.0% | +5.1% |
| 6M | +3.5% | -39.9% | +43.4% | -3.0% |
| YTD | +22.0% | -33.1% | +55.1% | +16.9% |
| 1Y | +2.2% | -49.9% | +52.1% | -5.4% |
| 3Y | +19.6% | -79.1% | +98.7% | +7.7% |
| All | -2.3% | -95.6% | +93.3% | -23.5% |
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