-4.8%
SWKS vs VXX
-99.0%
+94.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.7% |
| 7D | +12.5% | -3.5% | +16.0% | +11.4% |
| 30D | +10.5% | -13.6% | +24.1% | +6.0% |
| 3M | -7.4% | -24.6% | +17.2% | -13.6% |
| 6M | +32.7% | -39.9% | +72.5% | +17.5% |
| YTD | +19.2% | -33.1% | +52.2% | +9.9% |
| 1Y | +2.4% | -49.9% | +52.3% | -11.8% |
| 3Y | -25.6% | -79.1% | +53.5% | -39.6% |
| 5Y | -53.4% | -95.6% | +42.1% | -72.6% |
| All | -4.8% | -99.0% | +94.2% | -49.6% |
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