+420.8%
SWKS vs UVXY
-100.0%
+520.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.6% |
| 7D | +12.5% | -5.0% | +17.5% | +11.6% |
| 30D | +10.5% | -20.5% | +31.0% | +6.3% |
| 3M | -7.4% | -36.6% | +29.2% | -13.0% |
| 6M | +32.7% | -56.9% | +89.6% | +19.0% |
| YTD | +19.2% | -51.2% | +70.4% | +10.5% |
| 1Y | +2.4% | -69.8% | +72.2% | -10.7% |
| 3Y | -25.6% | -95.1% | +69.4% | -39.0% |
| 5Y | -53.4% | -99.7% | +46.2% | -70.5% |
| 10Y | +23.2% | -100.0% | +123.2% | -49.2% |
| All | +420.8% | -100.0% | +520.8% | -40.2% |
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