-2.6%
SW vs UVXY
-99.4%
+96.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -1.2% |
| 7D | +2.3% | +19.4% | -17.1% | +5.3% |
| 30D | +6.8% | +42.6% | -35.8% | +12.3% |
| 3M | -5.2% | +7.1% | -12.2% | -3.2% |
| 6M | +7.4% | -36.5% | +44.0% | +4.7% |
| YTD | +17.4% | -35.8% | +53.2% | +17.1% |
| 1Y | +27.1% | -58.4% | +85.5% | +21.9% |
| 3Y | +47.9% | -92.9% | +140.7% | +37.7% |
| All | -2.6% | -99.4% | +96.8% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling