+3,343.4%
STX vs UVXY
-100.0%
+3,443.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.8% | +3.0% | -4.7% |
| 7D | -2.3% | +2.8% | -5.0% | -1.8% |
| 30D | -5.5% | -11.4% | +5.9% | -7.1% |
| 3M | -4.3% | -41.5% | +37.2% | -10.7% |
| 6M | +115.6% | -61.0% | +176.7% | +93.7% |
| YTD | +202.2% | -49.8% | +252.0% | +187.5% |
| 1Y | +325.3% | -66.4% | +391.7% | +289.2% |
| 3Y | +1,283.9% | -94.8% | +1,378.7% | +1,091.3% |
| 5Y | +1,048.3% | -99.7% | +1,148.0% | +677.7% |
| All | +3,343.4% | -100.0% | +3,443.4% | +1,520.0% |
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 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