-70.5%
UVXY vs SCHG
+5.5%
-76.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.3% | -15.4% | -9.5% |
| 7D | -6.3% | -2.5% | -3.8% | -13.3% |
| 30D | -2.7% | -5.4% | +2.8% | -17.9% |
| 3M | -29.9% | -2.2% | -27.8% | -32.7% |
| 6M | -56.5% | +5.2% | -61.7% | -41.4% |
| YTD | -54.8% | +6.8% | -61.6% | -24.5% |
| 1Y | -70.5% | +5.9% | -76.4% | -50.6% |
| All | -70.5% | +5.5% | -76.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling