+104.1%
SLV vs UVXY
-100.0%
+204.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -0.7% |
| 7D | +2.5% | -4.7% | +7.2% | +2.3% |
| 30D | +3.3% | -17.1% | +20.3% | +2.5% |
| 3M | -3.6% | -39.9% | +36.3% | -5.3% |
| 6M | -21.8% | -66.9% | +45.0% | -24.6% |
| YTD | -7.8% | -50.1% | +42.3% | -9.3% |
| 1Y | +58.3% | -68.3% | +126.6% | +53.6% |
| 3Y | +182.6% | -95.0% | +277.5% | +168.7% |
| 5Y | +167.8% | -99.7% | +267.5% | +138.3% |
| 10Y | +218.9% | -100.0% | +318.9% | +151.4% |
| All | +104.1% | -100.0% | +204.1% | -17.1% |
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