+26.5%
SW vs UVXY
-67.1%
+93.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.3% | -2.0% |
| 7D | -2.6% | +2.3% | -4.9% | -0.6% |
| 30D | +7.2% | +4.0% | +3.2% | +10.5% |
| 3M | -10.5% | -21.6% | +11.1% | -12.4% |
| 6M | +9.9% | -55.1% | +64.9% | -1.8% |
| YTD | +17.2% | -53.7% | +71.0% | +8.8% |
| 1Y | +26.5% | -66.7% | +93.2% | +11.7% |
| All | +26.5% | -67.1% | +93.6% | +11.7% |
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