-94.8%
UVXY vs SCCO
+177.0%
-271.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.4% | -7.1% |
| 7D | +2.8% | -2.7% | +5.4% | +0.4% |
| 30D | -11.4% | -0.7% | -10.6% | -11.2% |
| 3M | -41.5% | +8.1% | -49.6% | -34.0% |
| 6M | -61.0% | +4.1% | -65.2% | -53.9% |
| YTD | -49.8% | +41.1% | -91.0% | -12.7% |
| 1Y | -66.4% | +95.6% | -162.0% | -8.3% |
| 3Y | -94.8% | +179.3% | -274.0% | -71.7% |
| All | -94.8% | +177.0% | -271.8% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling