-49.9%
VXX vs SWK
+37.3%
-87.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +1.2% |
| 7D | -3.5% | -0.4% | -3.0% | -3.7% |
| 30D | -13.6% | -5.7% | -7.9% | -16.9% |
| 3M | -24.6% | +24.1% | -48.7% | -10.2% |
| 6M | -39.9% | +24.7% | -64.6% | -25.2% |
| YTD | -33.1% | +33.9% | -67.0% | -11.4% |
| 1Y | -49.9% | +34.7% | -84.6% | -30.2% |
| All | -49.9% | +37.3% | -87.3% | -30.2% |
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