-100.0%
UVXY vs SBAC
+87.1%
-187.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -4.6% |
| 7D | +2.8% | -2.1% | +4.9% | +1.0% |
| 30D | -11.4% | +2.0% | -13.4% | -9.2% |
| 3M | -41.5% | -8.3% | -33.2% | -47.3% |
| 6M | -61.0% | +0.3% | -61.4% | -60.9% |
| YTD | -49.8% | -2.2% | -47.6% | -51.2% |
| 1Y | -66.4% | -4.6% | -61.8% | -68.3% |
| 3Y | -94.8% | -8.3% | -86.5% | -95.0% |
| 5Y | -99.7% | -42.8% | -56.9% | -99.8% |
| All | -100.0% | +87.1% | -187.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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