+3,936.4%
SOXX vs UVXY
-100.0%
+4,036.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.6% | +0.8% |
| 7D | +1.4% | +2.8% | -1.4% | +1.9% |
| 30D | -3.6% | -11.4% | +7.8% | -5.3% |
| 3M | -10.2% | -41.5% | +31.4% | -16.4% |
| 6M | +54.2% | -61.0% | +115.3% | +37.5% |
| YTD | +75.2% | -49.8% | +125.1% | +66.1% |
| 1Y | +107.5% | -66.4% | +173.9% | +88.7% |
| 3Y | +226.8% | -94.8% | +321.5% | +183.5% |
| 5Y | +251.2% | -99.7% | +350.9% | +140.3% |
| 10Y | +1,567.6% | -100.0% | +1,667.6% | +712.5% |
| All | +3,936.4% | -100.0% | +4,036.4% | +722.5% |
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