-100.0%
SOXS vs UVXY
-94.8%
-5.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.8% | +1.2% | -0.9% |
| 7D | -4.7% | +2.8% | -7.5% | -6.6% |
| 30D | +7.7% | -11.4% | +19.1% | +16.6% |
| 3M | -10.2% | -41.5% | +31.4% | +34.6% |
| 6M | -99.2% | -61.0% | -38.2% | -97.6% |
| YTD | -99.5% | -49.8% | -49.7% | -98.8% |
| 1Y | -99.8% | -66.4% | -33.3% | -99.2% |
| 3Y | -100.0% | -94.8% | -5.2% | -99.9% |
| All | -100.0% | -94.8% | -5.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling