-100.0%
UVIX vs SPY
+76.3%
-176.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +0.4% |
| 7D | -6.0% | +0.5% | -6.5% | -2.6% |
| 30D | -22.5% | -0.9% | -21.5% | -26.2% |
| 3M | -51.1% | +3.9% | -55.0% | -34.2% |
| 6M | -79.1% | +14.5% | -93.6% | -42.9% |
| YTD | -65.7% | +12.9% | -78.6% | -4.7% |
| 1Y | -82.4% | +19.4% | -101.8% | -23.8% |
| 3Y | -99.3% | +78.5% | -177.8% | -19.4% |
| All | -100.0% | +76.3% | -176.3% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling