-51.2%
SWKS vs UVXY
-99.7%
+48.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +2.3% |
| 7D | +11.8% | -4.7% | +16.6% | +10.8% |
| 30D | +6.7% | -17.1% | +23.8% | +3.1% |
| 3M | 0.0% | -39.9% | +39.9% | -8.0% |
| 6M | +38.7% | -66.9% | +105.6% | +16.3% |
| YTD | +21.4% | -50.1% | +71.4% | +12.1% |
| 1Y | +2.9% | -68.3% | +71.2% | -10.9% |
| 3Y | -16.4% | -95.0% | +78.6% | -34.0% |
| 5Y | -51.2% | -99.7% | +48.5% | -72.8% |
| All | -51.2% | -99.7% | +48.5% | -72.8% |
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