+111.2%
FIS vs UVXY
-100.0%
+211.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.3% | -8.2% | -5.7% |
| 7D | -3.5% | -4.7% | +1.3% | -3.9% |
| 30D | -7.8% | -17.1% | +9.2% | -9.6% |
| 3M | +0.8% | -39.9% | +40.8% | -3.9% |
| 6M | -21.9% | -66.9% | +45.0% | -29.3% |
| YTD | -39.5% | -50.1% | +10.6% | -42.2% |
| 1Y | -41.0% | -68.3% | +27.3% | -45.6% |
| 3Y | -23.6% | -95.0% | +71.3% | -33.7% |
| 5Y | -65.6% | -99.7% | +34.1% | -74.9% |
| 10Y | -40.2% | -100.0% | +59.8% | -67.2% |
| All | +111.2% | -100.0% | +211.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded UVXY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling