+338.3%
SU vs UVXY
-99.7%
+438.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.6% | -0.7% |
| 7D | +2.2% | +2.8% | -0.6% | +2.5% |
| 30D | +8.4% | -11.4% | +19.8% | +7.3% |
| 3M | +12.1% | -41.5% | +53.6% | +7.1% |
| 6M | +19.7% | -61.0% | +80.7% | +10.9% |
| YTD | +58.4% | -49.8% | +108.3% | +52.1% |
| 1Y | +67.2% | -66.4% | +133.7% | +55.8% |
| 3Y | +125.0% | -94.8% | +219.8% | +95.1% |
| All | +338.3% | -99.7% | +438.0% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling