-99.0%
VXX vs SWK
-31.0%
-68.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | -0.4% |
| 7D | +1.6% | -4.6% | +6.1% | -2.7% |
| 30D | -9.5% | -9.9% | +0.4% | -17.7% |
| 3M | -27.3% | +15.4% | -42.7% | -14.9% |
| 6M | -43.3% | +25.0% | -68.3% | -26.2% |
| YTD | -30.9% | +27.2% | -58.1% | -6.8% |
| 1Y | -47.2% | +24.6% | -71.8% | -28.3% |
| 3Y | -78.5% | +13.7% | -92.2% | -64.8% |
| 5Y | -95.6% | -41.5% | -54.1% | -96.0% |
| All | -99.0% | -31.0% | -68.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling