+1,337.5%
STX vs UVXY
-94.4%
+1,432.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -7.8% | -1.7% |
| 7D | +8.0% | +11.0% | -3.0% | +10.1% |
| 30D | +5.1% | -8.8% | +13.9% | +3.5% |
| 3M | +5.8% | -41.9% | +47.7% | -2.5% |
| 6M | +124.9% | -61.2% | +186.1% | +98.3% |
| YTD | +213.9% | -46.2% | +260.1% | +198.1% |
| 1Y | +350.4% | -65.2% | +415.6% | +308.0% |
| All | +1,337.5% | -94.4% | +1,432.0% | +1,147.2% |
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 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