+28.7%
SRE vs UVXY
-94.8%
+123.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -1.2% |
| 7D | -0.8% | +2.8% | -3.6% | -0.7% |
| 30D | -3.0% | -11.4% | +8.4% | -3.7% |
| 3M | -8.3% | -41.5% | +33.2% | -11.0% |
| 6M | -8.9% | -61.0% | +52.1% | -13.3% |
| YTD | -4.3% | -49.8% | +45.6% | -6.7% |
| 1Y | +2.7% | -66.4% | +69.2% | -1.8% |
| 3Y | +28.7% | -94.8% | +123.4% | +16.4% |
| All | +28.7% | -94.8% | +123.5% | +16.4% |
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