-84.0%
UVIX vs SPY
+14.6%
-98.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.7% | -21.1% | -8.0% |
| 7D | -9.4% | -0.7% | -8.7% | -10.6% |
| 30D | -5.9% | -1.0% | -4.8% | -6.8% |
| 3M | -40.2% | -0.3% | -39.9% | -37.4% |
| 6M | -69.8% | +7.3% | -77.1% | -40.4% |
| YTD | -71.0% | +13.3% | -84.3% | +11.8% |
| 1Y | -84.0% | +14.8% | -98.8% | -26.1% |
| All | -84.0% | +14.6% | -98.7% | -26.1% |
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