+614.4%
SBUX vs UVXY
-100.0%
+714.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.7% |
| 7D | -6.3% | +2.3% | -8.5% | -6.0% |
| 30D | -3.9% | -15.0% | +11.2% | -5.4% |
| 3M | +3.3% | -39.8% | +43.1% | -1.6% |
| 6M | +1.4% | -60.0% | +61.5% | -6.5% |
| YTD | +21.0% | -48.8% | +69.8% | +15.8% |
| 1Y | +22.4% | -67.3% | +89.7% | +12.9% |
| 3Y | +13.2% | -94.8% | +108.1% | -0.9% |
| 5Y | -5.2% | -99.7% | +94.5% | -30.2% |
| 10Y | +128.3% | -100.0% | +228.3% | +24.0% |
| All | +614.4% | -100.0% | +714.4% | +86.1% |
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