+49.3%
SW vs UVXY
-92.9%
+142.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +45.4% | -46.9% | +4.8% |
| 7D | +4.7% | +41.0% | -36.3% | +11.2% |
| 30D | +5.0% | +46.9% | -41.9% | +12.5% |
| 3M | -7.3% | +7.0% | -14.4% | -4.9% |
| 6M | +15.0% | -37.0% | +52.0% | +10.8% |
| YTD | +18.5% | -34.3% | +52.8% | +18.2% |
| 1Y | +27.1% | -54.8% | +81.9% | +21.3% |
| All | +49.3% | -92.9% | +142.2% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling