-100.0%
UVIX vs SPY
+77.3%
-177.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | -1.4% |
| 7D | -7.4% | +0.1% | -7.5% | -6.5% |
| 30D | -27.1% | +0.1% | -27.2% | -26.6% |
| 3M | -47.9% | +2.0% | -49.9% | -36.3% |
| 6M | -71.0% | +13.0% | -84.1% | -25.4% |
| YTD | -66.9% | +13.5% | -80.4% | -5.1% |
| 1Y | -83.6% | +20.0% | -103.6% | -27.0% |
| 3Y | -99.4% | +77.2% | -176.6% | -23.3% |
| All | -100.0% | +77.3% | -177.2% | -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 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