-66.5%
UVXY vs SCHG
+12.1%
-78.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +2.1% |
| 7D | +4.0% | -0.8% | +4.8% | +1.3% |
| 30D | -9.3% | -1.5% | -7.8% | -13.7% |
| 3M | -36.5% | +5.6% | -42.1% | -18.5% |
| 6M | -65.1% | +18.1% | -83.3% | -20.8% |
| YTD | -49.3% | +8.3% | -57.6% | -13.8% |
| All | -66.5% | +12.1% | -78.6% | -26.7% |
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