+42.0%
SOFI vs UVXY
-99.9%
+141.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -1.3% |
| 7D | -4.9% | +2.8% | -7.7% | -4.1% |
| 30D | -3.5% | -11.4% | +7.9% | -6.1% |
| 3M | +3.9% | -41.5% | +45.4% | -8.5% |
| 6M | -6.5% | -61.0% | +54.5% | -23.7% |
| YTD | -33.8% | -49.8% | +16.0% | -40.2% |
| 1Y | -33.3% | -66.4% | +33.2% | -43.5% |
| 3Y | +94.6% | -94.8% | +189.4% | +50.9% |
| 5Y | +13.3% | -99.7% | +113.0% | -43.0% |
| All | +42.0% | -99.9% | +141.9% | -48.0% |
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