+779.1%
SPY vs UVXY
-100.0%
+879.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.2% |
| 7D | -0.4% | +2.3% | -2.6% | -0.1% |
| 30D | -1.4% | -15.0% | +13.7% | -3.0% |
| 3M | +3.7% | -39.8% | +43.5% | -1.1% |
| 6M | +13.0% | -60.0% | +73.0% | +4.3% |
| YTD | +12.4% | -48.8% | +61.2% | +7.8% |
| 1Y | +18.5% | -67.3% | +85.8% | +9.7% |
| 3Y | +77.6% | -94.8% | +172.5% | +56.0% |
| 5Y | +81.7% | -99.7% | +181.4% | +34.1% |
| 10Y | +319.7% | -100.0% | +419.7% | +130.1% |
| All | +779.1% | -100.0% | +879.1% | +136.2% |
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