-99.7%
UVXY vs S
-51.7%
-48.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.5% |
| 7D | -22.1% | +2.0% | -24.0% | -20.0% |
| 30D | +8.2% | -2.7% | +10.9% | +11.5% |
| 3M | -12.3% | -6.9% | -5.5% | -11.1% |
| 6M | -51.0% | +38.1% | -89.1% | -36.5% |
| YTD | -49.9% | +48.0% | -97.9% | -30.0% |
| 1Y | -67.7% | +34.5% | -102.2% | -57.0% |
| 3Y | -94.1% | +38.3% | -132.4% | -89.4% |
| 5Y | -99.5% | -70.9% | -28.6% | -99.3% |
| All | -99.7% | -51.7% | -48.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling