+61.0%
STRL vs UVXY
-64.9%
+125.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.2% | -0.2% |
| 7D | +5.4% | +11.0% | -5.6% | +9.6% |
| 30D | -9.0% | -8.8% | -0.2% | -11.7% |
| 3M | -37.1% | -41.9% | +4.8% | -46.6% |
| 6M | +17.8% | -61.2% | +79.0% | -7.1% |
| YTD | +58.3% | -46.2% | +104.5% | +42.6% |
| 1Y | +61.0% | -65.2% | +126.2% | +33.2% |
| All | +61.0% | -64.9% | +125.9% | +33.2% |
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