+7,285.0%
STRL vs UVXY
-100.0%
+7,385.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.8% | +12.2% | +4.1% |
| 7D | +5.0% | +2.8% | +2.3% | +5.7% |
| 30D | -6.9% | -11.4% | +4.5% | -8.7% |
| 3M | -39.1% | -41.5% | +2.5% | -43.8% |
| 6M | +21.5% | -61.0% | +82.5% | +7.5% |
| YTD | +66.9% | -49.8% | +116.7% | +57.9% |
| 1Y | +61.6% | -66.4% | +128.1% | +46.6% |
| 3Y | +560.0% | -94.8% | +654.8% | +469.3% |
| 5Y | +2,238.9% | -99.7% | +2,338.6% | +1,421.4% |
| All | +7,285.0% | -100.0% | +7,385.0% | +3,662.3% |
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