+52.7%
SWKS vs UVXY
-100.0%
+152.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.6% | +10.8% |
| 7D | +17.5% | +11.0% | +6.5% | +19.8% |
| 30D | +23.0% | -8.8% | +31.8% | +21.0% |
| 3M | +19.5% | -41.9% | +61.4% | +9.4% |
| 6M | +54.3% | -61.2% | +115.5% | +33.5% |
| YTD | +35.3% | -46.2% | +81.5% | +26.9% |
| 1Y | +17.9% | -65.2% | +83.1% | +4.4% |
| 3Y | -6.8% | -94.6% | +87.8% | -23.9% |
| 5Y | -45.4% | -99.7% | +54.2% | -67.2% |
| All | +52.7% | -100.0% | +152.7% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling