-66.9%
SE vs UVXY
-99.6%
+32.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | +0.3% |
| 7D | -4.8% | +11.0% | -15.8% | -2.4% |
| 30D | -18.1% | -8.8% | -9.3% | -19.7% |
| 3M | +30.6% | -41.9% | +72.5% | +16.6% |
| 6M | +20.8% | -61.2% | +82.0% | +1.0% |
| YTD | -15.6% | -46.2% | +30.6% | -22.0% |
| 1Y | -44.2% | -65.2% | +21.0% | -52.2% |
| 3Y | +181.5% | -94.6% | +276.1% | +104.0% |
| 5Y | -66.9% | -99.7% | +32.8% | -86.4% |
| All | -66.9% | -99.6% | +32.7% | -86.4% |
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 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