+11.6%
SWKS vs VXX
-77.2%
+88.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.4% | +3.5% |
| 7D | +10.9% | -17.5% | +28.4% | +5.8% |
| 30D | +17.6% | +9.8% | +7.8% | +22.5% |
| 3M | +29.2% | -5.9% | +35.1% | +29.3% |
| 6M | +37.0% | -34.1% | +71.0% | +25.9% |
| YTD | +44.9% | -30.8% | +75.8% | +38.2% |
| 1Y | +33.8% | -44.4% | +78.2% | +20.5% |
| All | +11.6% | -77.2% | +88.8% | -0.1% |
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