+177.8%
SE vs UVXY
-94.8%
+272.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.4% | -2.5% |
| 7D | -5.2% | +2.8% | -8.0% | -4.7% |
| 30D | -17.1% | -11.4% | -5.7% | -18.6% |
| 3M | +24.0% | -41.5% | +65.5% | +14.5% |
| 6M | +21.0% | -61.0% | +82.0% | +6.8% |
| YTD | -16.7% | -49.8% | +33.1% | -22.0% |
| 1Y | -45.9% | -66.4% | +20.5% | -51.6% |
| 3Y | +177.8% | -94.8% | +272.6% | +128.5% |
| All | +177.8% | -94.8% | +272.6% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling