-70.5%
UVXY vs S
+36.5%
-107.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.6% | -15.8% | -13.6% |
| 7D | -6.3% | -8.2% | +1.9% | -8.3% |
| 30D | -2.7% | -7.6% | +4.9% | -3.7% |
| 3M | -29.9% | +12.0% | -41.9% | -26.8% |
| 6M | -56.5% | +50.6% | -107.1% | -48.2% |
| YTD | -54.8% | +56.6% | -111.4% | -43.0% |
| 1Y | -70.5% | +39.2% | -109.8% | -63.8% |
| All | -70.5% | +36.5% | -107.0% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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