+1,395.9%
SHW vs UVXY
-100.0%
+1,495.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.1% |
| 7D | -1.2% | -4.7% | +3.6% | -1.6% |
| 30D | -11.6% | -17.1% | +5.5% | -13.1% |
| 3M | +9.1% | -39.9% | +49.0% | +4.6% |
| 6M | -0.7% | -66.9% | +66.2% | -9.0% |
| YTD | +1.4% | -50.1% | +51.5% | -2.5% |
| 1Y | -12.3% | -68.3% | +56.0% | -18.4% |
| 3Y | +23.4% | -95.0% | +118.3% | +9.2% |
| 5Y | +15.0% | -99.7% | +114.7% | -13.2% |
| 10Y | +278.3% | -100.0% | +378.3% | +121.1% |
| All | +1,395.9% | -100.0% | +1,495.9% | +387.4% |
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