+219.9%
SLV vs UVXY
-100.0%
+319.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.7% |
| 7D | -2.8% | +2.8% | -5.6% | -2.7% |
| 30D | -1.6% | -11.4% | +9.8% | -2.1% |
| 3M | -4.4% | -41.5% | +37.1% | -6.6% |
| 6M | -25.4% | -61.0% | +35.6% | -27.9% |
| YTD | -9.8% | -49.8% | +40.1% | -11.4% |
| 1Y | +53.8% | -66.4% | +120.2% | +49.1% |
| 3Y | +174.7% | -94.8% | +269.4% | +160.3% |
| 5Y | +164.3% | -99.7% | +264.0% | +131.5% |
| All | +219.9% | -100.0% | +319.9% | +149.3% |
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 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