+4.1%
SYF vs UVXY
-70.8%
+74.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.1% | +13.9% | -2.7% |
| 7D | -0.4% | -6.3% | +5.9% | -1.1% |
| 30D | +4.4% | -2.7% | +7.1% | +4.7% |
| 3M | -4.7% | -29.9% | +25.2% | -9.8% |
| 6M | +1.9% | -56.5% | +58.4% | -10.7% |
| YTD | -8.9% | -54.8% | +45.9% | -14.7% |
| 1Y | +4.1% | -70.5% | +74.6% | -9.2% |
| All | +4.1% | -70.8% | +74.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling