+123.8%
STX vs UVXY
-70.8%
+194.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -14.1% | +6.0% | -12.6% |
| 7D | -20.2% | -6.3% | -13.9% | -21.2% |
| 30D | -37.2% | -2.7% | -34.5% | -36.5% |
| 3M | -34.1% | -29.9% | -4.1% | -39.9% |
| 6M | -24.5% | -56.5% | +32.0% | -39.2% |
| YTD | +102.9% | -54.8% | +157.7% | +79.7% |
| 1Y | +123.8% | -70.5% | +194.3% | +64.4% |
| All | +123.8% | -70.8% | +194.6% | +64.4% |
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