+8.3%
SYY vs UVXY
-70.8%
+79.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -14.1% | +17.9% | +3.6% |
| 7D | -6.3% | -6.3% | -0.1% | -6.4% |
| 30D | +0.7% | -2.7% | +3.4% | +0.7% |
| 3M | -6.4% | -29.9% | +23.5% | -7.0% |
| 6M | +7.6% | -56.5% | +64.1% | +5.7% |
| YTD | +7.4% | -54.8% | +62.2% | +4.8% |
| 1Y | +8.3% | -70.5% | +78.8% | +6.5% |
| All | +8.3% | -70.8% | +79.1% | +6.5% |
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