+1,023.9%
SW vs UVXY
-100.0%
+1,123.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -5.1% | -5.0% | -0.1% | -5.3% |
| 30D | -4.6% | -20.5% | +16.0% | -5.5% |
| 3M | +9.4% | -36.6% | +46.0% | +7.7% |
| 6M | +3.5% | -56.9% | +60.4% | +1.0% |
| YTD | +22.0% | -51.2% | +73.2% | +20.0% |
| 1Y | +2.2% | -69.8% | +72.0% | -0.8% |
| 3Y | +19.6% | -95.1% | +114.6% | +14.8% |
| 5Y | -2.3% | -99.7% | +97.3% | -9.8% |
| 10Y | +181.4% | -100.0% | +281.4% | +150.0% |
| All | +1,023.9% | -100.0% | +1,123.9% | +1,024.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling