-48.8%
SE vs UVXY
-70.8%
+22.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -14.1% | +18.6% | +2.0% |
| 7D | +6.7% | -6.3% | +13.0% | +6.0% |
| 30D | -17.2% | -2.7% | -14.5% | -16.9% |
| 3M | -28.0% | -29.9% | +1.9% | -31.6% |
| 6M | -6.1% | -56.5% | +50.4% | -16.7% |
| YTD | -37.1% | -54.8% | +17.7% | -42.2% |
| 1Y | -48.8% | -70.5% | +21.8% | -57.4% |
| All | -48.8% | -70.8% | +22.0% | -57.4% |
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