+655.9%
STM vs UVXY
-100.0%
+755.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.3% | +0.1% |
| 7D | -1.4% | +2.8% | -4.2% | -0.7% |
| 30D | -4.9% | -11.4% | +6.4% | -7.1% |
| 3M | -34.0% | -41.5% | +7.5% | -39.8% |
| 6M | +51.8% | -61.0% | +112.9% | +31.1% |
| YTD | +99.4% | -49.8% | +149.2% | +87.1% |
| 1Y | +99.1% | -66.4% | +165.5% | +76.3% |
| 3Y | +19.5% | -94.8% | +114.2% | -2.8% |
| 5Y | +19.5% | -99.7% | +119.2% | -30.9% |
| All | +655.9% | -100.0% | +755.9% | +213.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling