+96.5%
STM vs UVXY
-70.8%
+167.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -14.1% | +8.1% | -11.0% |
| 7D | -6.0% | -6.3% | +0.3% | -7.4% |
| 30D | -20.9% | -2.7% | -18.2% | -20.1% |
| 3M | -15.8% | -29.9% | +14.2% | -23.8% |
| 6M | -17.0% | -56.5% | +39.4% | -32.4% |
| YTD | +76.8% | -54.8% | +131.6% | +53.7% |
| 1Y | +96.5% | -70.5% | +167.0% | +55.9% |
| All | +96.5% | -70.8% | +167.3% | +55.9% |
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