-100.0%
UVXY vs SCHG
+459.0%
-559.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -3.6% |
| 7D | +2.8% | -1.0% | +3.8% | -0.8% |
| 30D | -11.4% | -1.3% | -10.1% | -14.9% |
| 3M | -41.5% | +5.4% | -47.0% | -26.1% |
| 6M | -61.0% | +14.4% | -75.5% | -28.2% |
| YTD | -49.8% | +8.0% | -57.9% | -20.4% |
| 1Y | -66.4% | +12.7% | -79.2% | -32.9% |
| 3Y | -94.8% | +85.6% | -180.4% | +48.7% |
| 5Y | -99.7% | +85.5% | -185.2% | -85.7% |
| All | -100.0% | +459.0% | -559.0% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling