+265.2%
SU vs UVXY
-100.0%
+365.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.6% | -1.0% |
| 7D | +2.2% | +2.8% | -0.6% | +2.6% |
| 30D | +8.4% | -11.4% | +19.8% | +6.9% |
| 3M | +12.1% | -41.5% | +53.6% | +5.3% |
| 6M | +19.7% | -61.0% | +80.7% | +7.9% |
| YTD | +58.4% | -49.8% | +108.3% | +49.4% |
| 1Y | +67.2% | -66.4% | +133.7% | +51.7% |
| 3Y | +125.0% | -94.8% | +219.8% | +87.4% |
| 5Y | +355.1% | -99.7% | +454.8% | +193.2% |
| All | +265.2% | -100.0% | +365.2% | +73.9% |
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