+553.4%
SE vs UVXY
-100.0%
+653.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.4% | -2.7% |
| 7D | -5.2% | +2.8% | -8.0% | -4.6% |
| 30D | -17.1% | -11.4% | -5.7% | -18.8% |
| 3M | +24.0% | -41.5% | +65.5% | +12.8% |
| 6M | +21.0% | -61.0% | +82.0% | +4.3% |
| YTD | -16.7% | -49.8% | +33.1% | -23.0% |
| 1Y | -45.9% | -66.4% | +20.5% | -52.7% |
| 3Y | +177.8% | -94.8% | +272.6% | +120.4% |
| 5Y | -67.4% | -99.7% | +32.3% | -80.7% |
| All | +553.4% | -100.0% | +653.4% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling