-94.1%
UVXY vs S
+41.6%
-135.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.4% |
| 7D | -22.1% | +2.0% | -24.0% | -19.5% |
| 30D | +8.2% | -2.7% | +10.9% | +12.0% |
| 3M | -12.3% | -6.9% | -5.5% | -11.6% |
| 6M | -51.0% | +38.1% | -89.1% | -32.5% |
| YTD | -49.9% | +48.0% | -97.9% | -24.4% |
| 1Y | -67.7% | +34.5% | -102.2% | -54.6% |
| 3Y | -94.1% | +38.3% | -132.4% | -91.9% |
| All | -94.1% | +41.6% | -135.7% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling