-99.7%
UVXY vs S
-57.8%
-42.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +1.0% |
| 7D | -4.7% | -5.8% | +1.1% | -8.0% |
| 30D | -17.1% | -9.2% | -7.9% | -21.0% |
| 3M | -39.9% | +23.4% | -63.3% | -30.8% |
| 6M | -66.9% | +36.9% | -103.8% | -58.4% |
| YTD | -50.1% | +29.5% | -79.6% | -38.5% |
| 1Y | -68.3% | +5.4% | -73.7% | -64.5% |
| 3Y | -95.0% | +14.7% | -109.7% | -92.1% |
| 5Y | -99.7% | -71.5% | -28.1% | -99.6% |
| All | -99.7% | -57.8% | -42.0% | -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