+280.4%
SHW vs UVXY
-100.0%
+380.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.8% | +8.6% | +1.1% |
| 7D | -3.1% | +2.8% | -5.9% | -2.8% |
| 30D | -10.0% | -11.4% | +1.3% | -11.0% |
| 3M | +2.3% | -41.5% | +43.8% | -2.7% |
| 6M | +0.7% | -61.0% | +61.7% | -7.1% |
| YTD | +0.5% | -49.8% | +50.3% | -3.7% |
| 1Y | -11.5% | -66.4% | +55.0% | -17.8% |
| 3Y | +21.3% | -94.8% | +116.1% | +6.2% |
| 5Y | +12.5% | -99.7% | +112.2% | -19.1% |
| All | +280.4% | -100.0% | +380.4% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling