-22.3%
SYK vs UVXY
-70.9%
+48.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | -8.3% | -5.0% | -3.3% | -8.5% |
| 30D | -10.1% | -20.5% | +10.5% | -10.9% |
| 3M | +0.9% | -36.6% | +37.5% | -0.9% |
| 6M | -20.2% | -56.9% | +36.7% | -23.1% |
| YTD | -13.3% | -51.2% | +37.9% | -15.7% |
| 1Y | -22.3% | -69.8% | +47.4% | -26.4% |
| All | -22.3% | -70.9% | +48.5% | -26.4% |
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