-14.1%
SWKS vs VXX
-78.1%
+64.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +2.0% |
| 7D | +6.8% | +1.6% | +5.2% | +7.2% |
| 30D | +11.3% | -9.5% | +20.7% | +8.4% |
| 3M | +4.1% | -27.3% | +31.3% | -3.5% |
| 6M | +39.7% | -43.3% | +83.0% | +22.7% |
| YTD | +23.2% | -30.9% | +54.1% | +15.8% |
| 1Y | +5.3% | -47.2% | +52.4% | -6.7% |
| All | -14.1% | -78.1% | +64.0% | -26.2% |
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