+59.1%
SO vs UVXY
-99.6%
+158.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.8% | -0.6% |
| 7D | -1.1% | +11.0% | -12.2% | -0.9% |
| 30D | -3.7% | -8.8% | +5.0% | -3.9% |
| 3M | -5.9% | -41.9% | +36.0% | -6.9% |
| 6M | -7.3% | -61.2% | +53.8% | -8.9% |
| YTD | +3.1% | -46.2% | +49.3% | +2.3% |
| 1Y | -1.0% | -65.2% | +64.2% | -2.6% |
| 3Y | +43.2% | -94.6% | +137.8% | +36.5% |
| 5Y | +59.1% | -99.7% | +158.8% | +36.8% |
| All | +59.1% | -99.6% | +158.7% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling