+41.7%
SLB vs UVXY
-100.0%
+141.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.3% |
| 7D | +0.8% | -5.0% | +5.8% | +0.2% |
| 30D | +15.8% | -20.5% | +36.4% | +12.5% |
| 3M | -0.3% | -36.6% | +36.2% | -5.3% |
| 6M | +21.3% | -56.9% | +78.3% | +11.5% |
| YTD | +52.3% | -51.2% | +103.5% | +43.5% |
| 1Y | +63.6% | -69.8% | +133.4% | +46.8% |
| 3Y | +3.8% | -95.1% | +98.8% | -13.0% |
| 5Y | +128.6% | -99.7% | +228.3% | +54.0% |
| 10Y | -3.1% | -100.0% | +96.9% | -53.0% |
| All | +41.7% | -100.0% | +141.7% | -77.9% |
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