+221.4%
SPXL vs UVXY
-94.8%
+316.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.8% | +9.2% | +0.1% |
| 7D | -2.5% | +2.8% | -5.3% | -1.4% |
| 30D | -4.2% | -11.4% | +7.1% | -7.6% |
| 3M | +8.1% | -41.5% | +49.6% | -7.2% |
| 6M | +35.6% | -61.0% | +96.7% | +6.8% |
| YTD | +28.8% | -49.8% | +78.6% | +15.1% |
| 1Y | +39.8% | -66.4% | +106.3% | +14.7% |
| 3Y | +221.4% | -94.8% | +316.1% | +143.5% |
| All | +221.4% | -94.8% | +316.2% | +143.5% |
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 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