-100.0%
UVXY vs SBAC
+517.7%
-617.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +1.1% |
| 7D | +2.3% | +0.2% | +2.1% | +2.7% |
| 30D | -15.0% | +3.9% | -18.9% | -10.3% |
| 3M | -39.8% | -8.2% | -31.6% | -48.7% |
| 6M | -60.0% | -2.8% | -57.2% | -62.9% |
| YTD | -48.8% | -1.5% | -47.3% | -51.9% |
| 1Y | -67.3% | 0.0% | -67.3% | -68.6% |
| 3Y | -94.8% | -8.4% | -86.4% | -95.6% |
| 5Y | -99.7% | -43.5% | -56.1% | -99.9% |
| 10Y | -100.0% | +86.9% | -186.9% | -100.0% |
| All | -100.0% | +517.7% | -617.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling