+4,921.3%
SOXL vs UVXY
-100.0%
+5,021.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.8% | +12.0% | +1.3% |
| 7D | +3.9% | +2.8% | +1.1% | +6.1% |
| 30D | -14.3% | -11.4% | -2.9% | -19.4% |
| 3M | -45.6% | -41.5% | -4.1% | -56.4% |
| 6M | +117.2% | -61.0% | +178.2% | +56.9% |
| YTD | +189.8% | -49.8% | +239.7% | +168.2% |
| 1Y | +317.7% | -66.4% | +384.2% | +246.8% |
| 3Y | +478.6% | -94.8% | +573.4% | +454.4% |
| 5Y | +169.5% | -99.7% | +269.2% | +44.7% |
| All | +4,921.3% | -100.0% | +5,021.3% | +1,835.8% |
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 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