-99.7%
UVXY vs S
-57.1%
-42.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -7.0% |
| 7D | +2.8% | -0.7% | +3.4% | +2.4% |
| 30D | -11.4% | -11.4% | +0.1% | -16.9% |
| 3M | -41.5% | +33.8% | -75.3% | -29.5% |
| 6M | -61.0% | +39.5% | -100.5% | -50.7% |
| YTD | -49.8% | +31.7% | -81.5% | -37.7% |
| 1Y | -66.4% | +7.0% | -73.4% | -62.2% |
| 3Y | -94.8% | +11.8% | -106.5% | -91.9% |
| 5Y | -99.7% | -69.0% | -30.7% | -99.6% |
| All | -99.7% | -57.1% | -42.7% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling