+0.1%
SCHW vs UVXY
-57.3%
+57.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +45.4% | -46.2% | +2.1% |
| 7D | +3.5% | +41.0% | -37.5% | +6.4% |
| 30D | -4.4% | +46.9% | -51.3% | -1.2% |
| 3M | -14.0% | +7.0% | -21.1% | -13.2% |
| 6M | +0.8% | -37.0% | +37.8% | -2.5% |
| YTD | -6.4% | -34.3% | +27.9% | -5.5% |
| 1Y | +0.1% | -54.8% | +54.9% | -2.9% |
| All | +0.1% | -57.3% | +57.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling