-100.0%
UVIX vs SPY
+74.7%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +2.7% |
| 7D | -35.6% | +3.3% | -38.9% | -18.0% |
| 30D | +4.7% | -2.7% | +7.4% | +7.9% |
| 3M | -25.9% | -1.7% | -24.1% | -17.8% |
| 6M | -66.6% | +3.1% | -69.7% | -46.7% |
| YTD | -69.9% | +11.9% | -81.8% | -3.1% |
| 1Y | -81.3% | +12.0% | -93.3% | -36.2% |
| 3Y | -99.3% | +78.2% | -177.4% | -2.0% |
| All | -100.0% | +74.7% | -174.7% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling