-49.9%
VXX vs SCCO
+109.6%
-159.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.4% |
| 7D | -3.5% | -5.3% | +1.8% | -5.8% |
| 30D | -13.6% | +2.7% | -16.3% | -12.2% |
| 3M | -24.6% | +4.2% | -28.8% | -20.8% |
| 6M | -39.9% | -0.6% | -39.2% | -34.7% |
| YTD | -33.1% | +45.0% | -78.0% | -11.8% |
| 1Y | -49.9% | +109.3% | -159.2% | -27.5% |
| All | -49.9% | +109.6% | -159.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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