+14.4%
SGOV vs UVXY
-94.8%
+109.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | 0.0% |
| 7D | 0.0% | +2.8% | -2.7% | 0.0% |
| 30D | +0.3% | -11.4% | +11.7% | +0.3% |
| 3M | +0.9% | -41.5% | +42.5% | +0.9% |
| 6M | +1.8% | -61.0% | +62.9% | +1.9% |
| YTD | +2.5% | -49.8% | +52.4% | +2.5% |
| 1Y | +3.8% | -66.4% | +70.2% | +3.8% |
| 3Y | +14.4% | -94.8% | +109.1% | +14.4% |
| All | +14.4% | -94.8% | +109.2% | +14.4% |
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 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