+539.5%
STRL vs UVXY
-94.7%
+634.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -0.8% |
| 7D | +8.2% | +2.3% | +5.9% | +8.8% |
| 30D | -6.3% | -15.0% | +8.7% | -9.7% |
| 3M | -41.2% | -39.8% | -1.4% | -46.6% |
| 6M | +20.4% | -60.0% | +80.4% | +3.1% |
| YTD | +61.7% | -48.8% | +110.5% | +49.9% |
| 1Y | +72.7% | -67.3% | +140.0% | +50.5% |
| All | +539.5% | -94.7% | +634.2% | +446.0% |
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