-69.8%
UVXY vs SCHG
+16.6%
-86.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | -2.5% |
| 7D | -5.0% | -0.7% | -4.3% | -7.3% |
| 30D | -20.5% | +0.2% | -20.8% | -19.7% |
| 3M | -36.6% | +2.2% | -38.8% | -27.6% |
| 6M | -56.9% | +15.0% | -71.9% | -12.0% |
| YTD | -51.2% | +9.2% | -60.4% | -14.9% |
| 1Y | -69.8% | +15.7% | -85.5% | -37.0% |
| All | -69.8% | +16.6% | -86.4% | -37.0% |
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