+991.5%
SW vs UVXY
-100.0%
+1,091.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +45.4% | -46.9% | +0.4% |
| 7D | +4.7% | +41.0% | -36.3% | +6.7% |
| 30D | +5.0% | +46.9% | -41.9% | +7.3% |
| 3M | -7.3% | +7.0% | -14.4% | -6.5% |
| 6M | +15.0% | -37.0% | +52.0% | +14.0% |
| YTD | +18.5% | -34.3% | +52.8% | +18.7% |
| 1Y | +27.1% | -54.8% | +81.9% | +25.8% |
| 3Y | +49.3% | -93.1% | +142.4% | +45.8% |
| 5Y | -1.6% | -99.4% | +97.8% | -7.1% |
| 10Y | +185.4% | -100.0% | +285.4% | +157.8% |
| All | +991.5% | -100.0% | +1,091.5% | +1,012.9% |
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