+1,325.4%
SPGI vs UVXY
-100.0%
+1,425.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | +0.1% | -5.0% | +5.1% | -0.4% |
| 30D | +8.4% | -20.5% | +28.9% | +5.7% |
| 3M | +11.8% | -36.6% | +48.4% | +6.9% |
| 6M | +5.7% | -56.9% | +62.6% | -1.9% |
| YTD | -9.7% | -51.2% | +41.5% | -14.2% |
| 1Y | -12.5% | -69.8% | +57.3% | -20.3% |
| 3Y | +21.8% | -95.1% | +116.9% | +4.6% |
| 5Y | +8.2% | -99.7% | +107.9% | -22.8% |
| 10Y | +309.5% | -100.0% | +409.5% | +114.8% |
| All | +1,325.4% | -100.0% | +1,425.4% | +260.3% |
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