-83.6%
UVIX vs SPY
+20.8%
-104.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | -1.8% |
| 7D | -7.4% | +0.1% | -7.5% | -6.4% |
| 30D | -27.1% | +0.1% | -27.2% | -26.7% |
| 3M | -47.9% | +2.0% | -49.9% | -35.1% |
| 6M | -71.0% | +13.0% | -84.1% | -5.3% |
| YTD | -66.9% | +13.5% | -80.4% | +22.5% |
| 1Y | -83.6% | +20.0% | -103.6% | -4.8% |
| All | -83.6% | +20.8% | -104.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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