+54.4%
SAP vs UVXY
-99.6%
+154.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -0.9% |
| 7D | -5.1% | +11.0% | -16.1% | -3.9% |
| 30D | -1.8% | -8.8% | +7.0% | -2.7% |
| 3M | +20.9% | -41.9% | +62.8% | +13.8% |
| 6M | +7.0% | -61.2% | +68.2% | -2.9% |
| YTD | -13.7% | -46.2% | +32.5% | -17.3% |
| 1Y | -19.6% | -65.2% | +45.6% | -25.9% |
| 3Y | +52.4% | -94.6% | +147.0% | +30.0% |
| 5Y | +54.4% | -99.7% | +154.1% | -1.6% |
| All | +54.4% | -99.6% | +154.1% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling