+501.8%
SAP vs UVXY
-100.0%
+601.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.8% |
| 7D | +0.6% | -22.1% | +22.7% | -1.7% |
| 30D | +6.5% | +8.2% | -1.6% | +9.0% |
| 3M | +12.2% | -12.3% | +24.6% | +12.4% |
| 6M | +46.1% | -51.0% | +97.1% | +38.0% |
| YTD | -1.6% | -49.9% | +48.3% | -4.8% |
| 1Y | -5.1% | -67.7% | +62.6% | -12.2% |
| 3Y | +68.4% | -94.1% | +162.5% | +49.2% |
| 5Y | +79.4% | -99.5% | +179.0% | +36.7% |
| 10Y | +230.5% | -100.0% | +330.5% | +84.8% |
| All | +501.8% | -100.0% | +601.8% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling