+4,490.5%
STRL vs UVXY
-100.0%
+4,590.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.6% |
| 7D | +10.1% | -4.7% | +14.8% | +9.3% |
| 30D | -8.2% | -17.1% | +8.9% | -10.6% |
| 3M | -43.7% | -39.9% | -3.8% | -47.0% |
| 6M | +27.1% | -66.9% | +94.0% | +12.7% |
| YTD | +64.0% | -50.1% | +114.1% | +56.6% |
| 1Y | +75.2% | -68.3% | +143.5% | +60.6% |
| 3Y | +539.9% | -95.0% | +634.9% | +466.8% |
| 5Y | +2,133.0% | -99.7% | +2,232.7% | +1,506.4% |
| 10Y | +7,178.3% | -100.0% | +7,278.3% | +3,842.8% |
| All | +4,490.5% | -100.0% | +4,590.5% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling