+589.4%
SE vs UVXY
-100.0%
+689.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | -6.1% | -5.0% | -1.1% | -7.0% |
| 30D | -2.5% | -20.5% | +18.1% | -6.6% |
| 3M | +21.7% | -36.6% | +58.3% | +12.9% |
| 6M | +27.0% | -56.9% | +83.9% | +12.2% |
| YTD | -12.1% | -51.2% | +39.1% | -19.3% |
| 1Y | -40.9% | -69.8% | +28.9% | -49.4% |
| 3Y | +191.0% | -95.1% | +286.1% | +127.9% |
| 5Y | -68.3% | -99.7% | +31.4% | -81.0% |
| All | +589.4% | -100.0% | +689.4% | +254.1% |
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