+1,038.8%
SCHW vs UVXY
-100.0%
+1,138.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.4% | +1.5% |
| 7D | -2.8% | +11.0% | -13.8% | -1.3% |
| 30D | -0.1% | -8.8% | +8.7% | -1.2% |
| 3M | +20.6% | -41.9% | +62.5% | +12.3% |
| 6M | +15.9% | -61.2% | +77.1% | +3.3% |
| YTD | +8.5% | -46.2% | +54.7% | +2.9% |
| 1Y | +17.8% | -65.2% | +83.0% | +6.7% |
| 3Y | +88.5% | -94.6% | +183.1% | +57.1% |
| 5Y | +60.6% | -99.7% | +160.3% | +4.8% |
| 10Y | +298.0% | -100.0% | +398.0% | +66.8% |
| All | +1,038.8% | -100.0% | +1,138.8% | +42.0% |
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