+2.2%
SW vs UVXY
-70.9%
+73.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.4% |
| 7D | -5.1% | -5.0% | -0.1% | -6.0% |
| 30D | -4.6% | -20.5% | +16.0% | -8.6% |
| 3M | +9.4% | -36.6% | +46.0% | +1.6% |
| 6M | +3.5% | -56.9% | +60.4% | -8.0% |
| YTD | +22.0% | -51.2% | +73.2% | +11.9% |
| 1Y | +2.2% | -69.8% | +72.0% | -10.0% |
| All | +2.2% | -70.9% | +73.1% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling