+183.3%
SW vs UVXY
-100.0%
+283.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.2% | +20.5% | -1.1% |
| 7D | +1.8% | -5.6% | +7.4% | +2.2% |
| 30D | +7.0% | +12.8% | -5.8% | +8.9% |
| 3M | -7.6% | -14.8% | +7.2% | -7.6% |
| 6M | +8.5% | -49.0% | +57.6% | +5.7% |
| YTD | +17.7% | -48.8% | +66.4% | +16.2% |
| 1Y | +27.1% | -66.4% | +93.5% | +22.6% |
| 3Y | +48.2% | -94.4% | +142.6% | +40.4% |
| 5Y | -2.3% | -99.5% | +97.2% | -12.5% |
| 10Y | +183.3% | -100.0% | +283.3% | +146.0% |
| All | +183.3% | -100.0% | +283.3% | +146.0% |
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 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