+7,788.2%
SHOP vs UVXY
-100.0%
+7,888.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.3% | -9.9% | -7.1% |
| 7D | -4.1% | -4.7% | +0.6% | -5.0% |
| 30D | -11.5% | -17.1% | +5.5% | -14.7% |
| 3M | +21.1% | -39.9% | +61.0% | +10.2% |
| 6M | +3.0% | -66.9% | +69.8% | -14.7% |
| YTD | -16.7% | -50.1% | +33.4% | -23.1% |
| 1Y | -8.3% | -68.3% | +60.0% | -20.6% |
| 3Y | +112.8% | -95.0% | +207.8% | +77.1% |
| 5Y | -9.3% | -99.7% | +90.4% | -41.0% |
| 10Y | +3,003.4% | -100.0% | +3,103.4% | +1,304.4% |
| All | +7,788.2% | -100.0% | +7,888.2% | +3,240.4% |
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 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