+440.1%
SRE vs UVXY
-100.0%
+540.1%
-45.0%
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% | -0.4% |
| 7D | +1.5% | +2.3% | -0.8% | +1.6% |
| 30D | +0.8% | -15.0% | +15.9% | -0.3% |
| 3M | -5.8% | -39.8% | +34.0% | -8.7% |
| 6M | -7.8% | -60.0% | +52.2% | -12.5% |
| YTD | -2.4% | -48.8% | +46.5% | -5.1% |
| 1Y | +8.9% | -67.3% | +76.2% | +3.4% |
| 3Y | +31.1% | -94.8% | +125.9% | +19.8% |
| 5Y | +48.6% | -99.7% | +148.3% | +20.8% |
| 10Y | +126.1% | -100.0% | +226.1% | +49.0% |
| All | +440.1% | -100.0% | +540.1% | +129.0% |
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