+465.1%
STM vs UVXY
-100.0%
+565.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +1.4% |
| 7D | +12.0% | -22.1% | +34.1% | +7.0% |
| 30D | -0.4% | +8.2% | -8.5% | +6.0% |
| 3M | -13.2% | -12.3% | -0.9% | -11.2% |
| 6M | -26.1% | -51.0% | +24.9% | -31.3% |
| YTD | +81.2% | -49.9% | +131.1% | +78.1% |
| 1Y | +98.3% | -67.7% | +166.0% | +79.3% |
| 3Y | +16.7% | -94.1% | +110.8% | -0.7% |
| 5Y | -4.8% | -99.5% | +94.7% | -38.6% |
| All | +465.1% | -100.0% | +565.1% | +140.3% |
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