+17.7%
STM vs UVXY
-99.6%
+117.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.7% | -0.4% |
| 7D | -1.1% | +11.0% | -12.1% | +1.4% |
| 30D | -7.8% | -8.8% | +1.0% | -9.5% |
| 3M | -28.2% | -41.9% | +13.7% | -35.0% |
| 6M | +52.0% | -61.2% | +113.2% | +29.8% |
| YTD | +96.4% | -46.2% | +142.6% | +85.8% |
| 1Y | +98.8% | -65.2% | +164.0% | +75.8% |
| 3Y | +18.3% | -94.6% | +112.8% | -5.4% |
| 5Y | +17.7% | -99.7% | +117.4% | -38.6% |
| All | +17.7% | -99.6% | +117.3% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling