-20.6%
SPGI vs UVXY
-64.4%
+43.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -1.6% |
| 7D | -8.9% | +11.0% | -19.9% | -8.3% |
| 30D | +0.6% | -8.8% | +9.4% | +0.1% |
| 3M | +2.0% | -41.9% | +43.9% | -1.3% |
| 6M | +0.1% | -61.2% | +61.3% | -5.4% |
| YTD | -16.4% | -46.2% | +29.8% | -17.9% |
| All | -20.6% | -64.4% | +43.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling