+60.9%
SW vs VXX
-98.8%
+159.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.1% |
| 7D | +2.3% | +14.3% | -11.9% | +4.4% |
| 30D | +6.8% | +29.9% | -23.1% | +10.7% |
| 3M | -5.2% | +8.5% | -13.7% | -3.6% |
| 6M | +7.4% | -21.8% | +29.2% | +5.8% |
| YTD | +17.4% | -17.1% | +34.5% | +17.7% |
| 1Y | +27.1% | -37.3% | +64.4% | +24.0% |
| 3Y | +47.9% | -73.2% | +121.1% | +42.2% |
| 5Y | -2.6% | -93.4% | +90.8% | -12.4% |
| All | +60.9% | -98.8% | +159.7% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling