+326.7%
SYF vs UVXY
-100.0%
+426.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.2% |
| 7D | -1.3% | +2.3% | -3.6% | -0.9% |
| 30D | -1.1% | -15.0% | +14.0% | -3.4% |
| 3M | +7.4% | -39.8% | +47.2% | +0.4% |
| 6M | +16.2% | -60.0% | +76.3% | +3.8% |
| YTD | -6.1% | -48.8% | +42.7% | -11.2% |
| 1Y | +3.4% | -67.3% | +70.7% | -6.9% |
| 3Y | +162.9% | -94.8% | +257.7% | +124.2% |
| 5Y | +85.6% | -99.7% | +185.3% | +25.9% |
| 10Y | +262.7% | -100.0% | +362.7% | +84.5% |
| All | +326.7% | -100.0% | +426.7% | +98.3% |
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