+282.6%
SPGI vs UVXY
-100.0%
+382.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -1.3% |
| 7D | -8.9% | +11.0% | -19.9% | -7.7% |
| 30D | +0.6% | -8.8% | +9.4% | -0.3% |
| 3M | +2.0% | -41.9% | +43.9% | -3.9% |
| 6M | +0.1% | -61.2% | +61.3% | -9.1% |
| YTD | -16.4% | -46.2% | +29.8% | -19.9% |
| 1Y | -18.9% | -65.2% | +46.3% | -25.5% |
| 3Y | +13.8% | -94.6% | +108.3% | -2.8% |
| 5Y | +0.5% | -99.7% | +100.2% | -31.6% |
| All | +282.6% | -100.0% | +382.6% | +97.7% |
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