-51.1%
VXX vs SWK
+87.6%
-138.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +13.1% | -22.7% | -1.0% |
| 7D | -4.1% | +17.9% | -22.0% | +8.0% |
| 30D | -0.8% | +31.9% | -32.8% | +20.3% |
| 3M | -19.8% | +16.6% | -36.4% | -10.3% |
| 6M | -40.5% | +61.1% | -101.6% | -13.5% |
| YTD | -35.5% | +64.2% | -99.8% | +0.2% |
| 1Y | -51.1% | +85.2% | -136.3% | -14.4% |
| All | -51.1% | +87.6% | -138.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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