-98.9%
VXX vs SWK
-12.4%
-86.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -1.8% |
| 7D | +0.3% | +11.3% | -11.0% | +13.2% |
| 30D | +11.4% | +31.5% | -20.0% | +47.0% |
| 3M | -6.3% | +14.4% | -20.8% | +9.0% |
| 6M | -32.5% | +46.4% | -79.0% | +1.4% |
| YTD | -28.5% | +61.6% | -90.1% | +23.4% |
| 1Y | -42.4% | +78.7% | -121.1% | +11.0% |
| 3Y | -76.3% | +54.4% | -130.7% | -47.9% |
| 5Y | -94.5% | -25.3% | -69.2% | -93.6% |
| All | -98.9% | -12.4% | -86.6% | -98.4% |
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 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