+21.3%
SHW vs UVXY
-94.8%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.8% | +8.6% | +1.2% |
| 7D | -3.1% | +2.8% | -5.9% | -2.8% |
| 30D | -10.0% | -11.4% | +1.3% | -10.9% |
| 3M | +2.3% | -41.5% | +43.8% | -2.2% |
| 6M | +0.7% | -61.0% | +61.7% | -6.3% |
| YTD | +0.5% | -49.8% | +50.3% | -3.4% |
| 1Y | -11.5% | -66.4% | +55.0% | -17.1% |
| 3Y | +21.3% | -94.8% | +116.1% | +7.0% |
| All | +21.3% | -94.8% | +116.1% | +7.0% |
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