-45.4%
SWKS vs VXX
-95.3%
+49.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +10.7% |
| 7D | +17.5% | +7.2% | +10.4% | +19.8% |
| 30D | +23.0% | -5.8% | +28.8% | +21.0% |
| 3M | +19.5% | -29.0% | +48.6% | +9.6% |
| 6M | +54.3% | -44.0% | +98.3% | +34.0% |
| YTD | +35.3% | -28.7% | +64.0% | +27.5% |
| 1Y | +17.9% | -45.2% | +63.1% | +4.8% |
| 3Y | -6.8% | -77.8% | +71.0% | -22.8% |
| 5Y | -45.4% | -95.6% | +50.2% | -68.4% |
| All | -45.4% | -95.3% | +49.9% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling