+17,612.2%
STX vs UVXY
-100.0%
+17,712.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.2% | +6.8% |
| 7D | +10.7% | -4.7% | +15.5% | +10.0% |
| 30D | +11.3% | -17.1% | +28.3% | +8.5% |
| 3M | +3.2% | -39.9% | +43.2% | -2.6% |
| 6M | +157.0% | -66.9% | +223.8% | +128.5% |
| YTD | +229.2% | -50.1% | +279.3% | +214.4% |
| 1Y | +381.8% | -68.3% | +450.2% | +340.8% |
| 3Y | +1,383.2% | -95.0% | +1,478.1% | +1,187.5% |
| 5Y | +1,144.9% | -99.7% | +1,244.6% | +779.4% |
| 10Y | +3,676.0% | -100.0% | +3,776.0% | +1,790.3% |
| All | +17,612.2% | -100.0% | +17,712.2% | +3,201.5% |
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