+98.3%
STM vs UVXY
-65.0%
+163.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +1.8% |
| 7D | +12.0% | -22.1% | +34.1% | +4.2% |
| 30D | -0.4% | +8.2% | -8.5% | +9.2% |
| 3M | -13.2% | -12.3% | -0.9% | -11.0% |
| 6M | -26.1% | -51.0% | +24.9% | -34.5% |
| YTD | +81.2% | -49.9% | +131.1% | +71.1% |
| 1Y | +98.3% | -67.7% | +166.0% | +66.7% |
| All | +98.3% | -65.0% | +163.3% | +66.7% |
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