-7.2%
SYK vs UVXY
-94.4%
+87.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.1% | -1.5% |
| 7D | -12.3% | +11.0% | -23.4% | -11.6% |
| 30D | -22.4% | -8.8% | -13.7% | -22.9% |
| 3M | -12.3% | -41.9% | +29.6% | -15.8% |
| 6M | -24.3% | -61.2% | +36.9% | -29.1% |
| YTD | -22.8% | -46.2% | +23.4% | -25.0% |
| 1Y | -28.8% | -65.2% | +36.4% | -32.8% |
| All | -7.2% | -94.4% | +87.2% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling