-80.2%
UVIX vs SPY
+17.2%
-97.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +3.4% |
| 7D | +14.9% | -2.0% | +16.9% | +0.2% |
| 30D | -12.4% | -1.7% | -10.8% | -21.4% |
| 3M | -53.3% | +4.7% | -58.0% | -29.4% |
| 6M | -74.1% | +12.5% | -86.6% | -19.9% |
| YTD | -62.3% | +11.7% | -74.0% | +25.2% |
| 1Y | -80.2% | +17.5% | -97.7% | +4.7% |
| All | -80.2% | +17.2% | -97.4% | +4.7% |
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