-95.7%
VXX vs SCCO
+303.5%
-399.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.5% |
| 7D | +2.0% | -2.7% | +4.6% | +0.4% |
| 30D | -7.1% | -0.7% | -6.4% | -6.9% |
| 3M | -28.6% | +8.1% | -36.7% | -23.0% |
| 6M | -44.0% | +4.1% | -48.1% | -38.2% |
| YTD | -31.7% | +41.1% | -72.9% | -4.3% |
| 1Y | -46.3% | +95.6% | -141.9% | -1.7% |
| 3Y | -78.3% | +179.3% | -257.5% | -37.9% |
| All | -95.7% | +303.5% | -399.2% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling