+3,667.9%
STRL vs UVXY
-100.0%
+3,767.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.7% | -2.3% |
| 7D | +15.7% | -22.1% | +37.7% | +11.5% |
| 30D | -35.5% | +8.2% | -43.6% | -31.8% |
| 3M | -47.1% | -12.3% | -34.8% | -46.0% |
| 6M | -65.8% | -51.0% | -14.8% | -67.8% |
| YTD | -4.5% | -49.9% | +45.4% | -5.8% |
| 1Y | -10.5% | -67.7% | +57.3% | -17.6% |
| 3Y | +340.6% | -94.1% | +434.7% | +294.8% |
| 5Y | +911.0% | -99.5% | +1,010.6% | +623.2% |
| All | +3,667.9% | -100.0% | +3,767.9% | +1,780.9% |
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