+23.6%
SYY vs UVXY
-99.7%
+123.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.6% |
| 7D | +3.9% | +2.8% | +1.2% | +4.2% |
| 30D | -1.7% | -11.4% | +9.6% | -2.5% |
| 3M | +5.2% | -41.5% | +46.7% | +1.6% |
| 6M | -0.2% | -61.0% | +60.8% | -5.8% |
| YTD | +15.4% | -49.8% | +65.2% | +11.8% |
| 1Y | +5.6% | -66.4% | +72.0% | 0.0% |
| 3Y | +28.9% | -94.8% | +123.6% | +14.1% |
| All | +23.6% | -99.7% | +123.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling