+10.0%
SHW vs UVXY
-99.7%
+109.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.5% |
| 7D | -4.5% | +11.0% | -15.5% | -3.4% |
| 30D | -12.7% | -8.8% | -3.9% | -13.4% |
| 3M | +4.7% | -41.9% | +46.6% | -0.3% |
| 6M | -3.4% | -61.2% | +57.8% | -10.7% |
| YTD | -1.3% | -46.2% | +44.9% | -4.7% |
| 1Y | -10.4% | -65.2% | +54.9% | -16.2% |
| 3Y | +20.1% | -94.6% | +114.7% | +5.5% |
| All | +10.0% | -99.7% | +109.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling