+250.1%
SYF vs UVXY
-100.0%
+350.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | -0.5% |
| 7D | -4.9% | +2.8% | -7.7% | -4.3% |
| 30D | -4.3% | -11.4% | +7.1% | -6.1% |
| 3M | +5.5% | -41.5% | +47.0% | -3.1% |
| 6M | +17.5% | -61.0% | +78.6% | +2.4% |
| YTD | -7.8% | -49.8% | +42.1% | -13.9% |
| 1Y | +1.6% | -66.4% | +68.1% | -9.7% |
| 3Y | +154.8% | -94.8% | +249.6% | +110.2% |
| 5Y | +79.5% | -99.7% | +179.2% | +9.7% |
| All | +250.1% | -100.0% | +350.1% | +48.7% |
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