+59.5%
SCHW vs UVXY
-99.7%
+159.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -1.0% |
| 7D | -1.9% | +2.8% | -4.7% | -1.4% |
| 30D | -1.6% | -11.4% | +9.7% | -3.1% |
| 3M | +21.3% | -41.5% | +62.8% | +13.5% |
| 6M | +16.5% | -61.0% | +77.5% | +4.4% |
| YTD | +8.4% | -49.8% | +58.3% | +2.4% |
| 1Y | +15.6% | -66.4% | +82.1% | +4.8% |
| 3Y | +86.8% | -94.8% | +181.6% | +53.7% |
| All | +59.5% | -99.7% | +159.2% | -5.8% |
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