+67.3%
SW vs VXX
-99.0%
+166.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -5.1% | -3.5% | -1.6% | -5.5% |
| 30D | -4.6% | -13.6% | +9.0% | -6.1% |
| 3M | +9.4% | -24.6% | +34.0% | +6.4% |
| 6M | +3.5% | -39.9% | +43.4% | -1.0% |
| YTD | +22.0% | -33.1% | +55.1% | +18.6% |
| 1Y | +2.2% | -49.9% | +52.1% | -3.0% |
| 3Y | +19.6% | -79.1% | +98.7% | +11.6% |
| 5Y | -2.3% | -95.6% | +93.2% | -15.7% |
| All | +67.3% | -99.0% | +166.3% | +41.0% |
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