+16.7%
STM vs UVXY
-94.2%
+111.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +1.5% |
| 7D | +12.0% | -22.1% | +34.1% | +6.6% |
| 30D | -0.4% | +8.2% | -8.5% | +6.4% |
| 3M | -13.2% | -12.3% | -0.9% | -11.1% |
| 6M | -26.1% | -51.0% | +24.9% | -31.4% |
| YTD | +81.2% | -49.9% | +131.1% | +77.3% |
| 1Y | +98.3% | -67.7% | +166.0% | +79.0% |
| 3Y | +16.7% | -94.1% | +110.8% | +5.6% |
| All | +16.7% | -94.2% | +111.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling