+99.6%
STM vs UVXY
-70.9%
+170.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.1% |
| 7D | +5.8% | -5.0% | +10.8% | +4.2% |
| 30D | -1.0% | -20.5% | +19.5% | -7.9% |
| 3M | -33.3% | -36.6% | +3.3% | -40.1% |
| 6M | +57.4% | -56.9% | +114.3% | +32.0% |
| YTD | +102.2% | -51.2% | +153.4% | +77.5% |
| 1Y | +99.6% | -69.8% | +169.4% | +71.0% |
| All | +99.6% | -70.9% | +170.5% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling