+8,023.7%
SPXL vs UVXY
-100.0%
+8,123.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -0.2% |
| 7D | -6.0% | +11.0% | -17.0% | -2.7% |
| 30D | -5.8% | -8.8% | +3.0% | -8.2% |
| 3M | +10.9% | -41.9% | +52.8% | -4.4% |
| 6M | +31.9% | -61.2% | +93.1% | +4.6% |
| YTD | +25.8% | -46.2% | +72.0% | +15.5% |
| 1Y | +39.8% | -65.2% | +105.0% | +16.8% |
| 3Y | +219.9% | -94.6% | +314.4% | +150.1% |
| 5Y | +141.1% | -99.7% | +240.8% | +24.0% |
| 10Y | +1,223.7% | -100.0% | +1,323.7% | +285.8% |
| All | +8,023.7% | -100.0% | +8,123.7% | +236.2% |
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