+441.8%
SAP vs UVXY
-100.0%
+541.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.4% |
| 7D | -0.3% | -4.7% | +4.5% | -0.8% |
| 30D | +2.6% | -17.1% | +19.7% | +0.6% |
| 3M | +16.3% | -39.9% | +56.2% | +10.5% |
| 6M | +6.4% | -66.9% | +73.2% | -4.1% |
| YTD | -11.4% | -50.1% | +38.7% | -15.6% |
| 1Y | -20.4% | -68.3% | +47.9% | -26.9% |
| 3Y | +56.5% | -95.0% | +151.5% | +36.0% |
| 5Y | +56.8% | -99.7% | +156.5% | +14.1% |
| 10Y | +176.2% | -100.0% | +276.2% | +51.9% |
| All | +441.8% | -100.0% | +541.8% | +26.9% |
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