+396.9%
SYY vs UVXY
-100.0%
+496.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.5% |
| 7D | +3.9% | +2.8% | +1.2% | +4.2% |
| 30D | -1.7% | -11.4% | +9.6% | -2.7% |
| 3M | +5.2% | -41.5% | +46.7% | +0.8% |
| 6M | -0.2% | -61.0% | +60.8% | -6.9% |
| YTD | +15.4% | -49.8% | +65.2% | +11.0% |
| 1Y | +5.6% | -66.4% | +72.0% | -1.1% |
| 3Y | +28.9% | -94.8% | +123.6% | +13.8% |
| 5Y | +24.1% | -99.7% | +123.8% | -7.3% |
| 10Y | +116.2% | -100.0% | +216.2% | +29.3% |
| All | +396.9% | -100.0% | +496.9% | +84.4% |
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 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