+17.9%
SWKS vs VXX
-44.8%
+62.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +10.5% |
| 7D | +17.5% | +7.2% | +10.4% | +19.5% |
| 30D | +23.0% | -5.8% | +28.8% | +21.2% |
| 3M | +19.5% | -29.0% | +48.6% | +11.1% |
| 6M | +54.3% | -44.0% | +98.3% | +38.1% |
| YTD | +35.3% | -28.7% | +64.0% | +30.6% |
| 1Y | +17.9% | -45.2% | +63.1% | +7.7% |
| All | +17.9% | -44.8% | +62.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling