-5.9%
SLB vs UVXY
-100.0%
+94.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.1% |
| 7D | -2.4% | +11.0% | -13.5% | -0.9% |
| 30D | +4.9% | -8.8% | +13.7% | +3.7% |
| 3M | +1.4% | -41.9% | +43.3% | -5.6% |
| 6M | +17.6% | -61.2% | +78.8% | +4.9% |
| YTD | +48.3% | -46.2% | +94.5% | +41.0% |
| 1Y | +58.7% | -65.2% | +123.9% | +43.7% |
| 3Y | +0.6% | -94.6% | +95.1% | -16.6% |
| 5Y | +133.6% | -99.7% | +233.2% | +46.5% |
| All | -5.9% | -100.0% | +94.1% | -54.6% |
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