+48.2%
SW vs UVXY
-94.0%
+142.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.2% | +20.5% | -2.5% |
| 7D | +1.8% | -5.6% | +7.4% | +2.5% |
| 30D | +7.0% | +12.8% | -5.8% | +10.9% |
| 3M | -7.6% | -14.8% | +7.2% | -7.9% |
| 6M | +8.5% | -49.0% | +57.6% | +1.9% |
| YTD | +17.7% | -48.8% | +66.4% | +13.7% |
| 1Y | +27.1% | -66.4% | +93.5% | +16.7% |
| 3Y | +48.2% | -94.4% | +142.6% | +31.5% |
| All | +48.2% | -94.0% | +142.2% | +31.5% |
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