-100.0%
UVXY vs SEI
+644.4%
-744.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.1% | -11.9% | -3.7% |
| 7D | +2.8% | +22.6% | -19.8% | +16.8% |
| 30D | -11.4% | +9.1% | -20.5% | -5.6% |
| 3M | -41.5% | -11.3% | -30.2% | -42.7% |
| 6M | -61.0% | +22.0% | -83.1% | -50.7% |
| YTD | -49.8% | +47.3% | -97.1% | -25.2% |
| 1Y | -66.4% | +124.8% | -191.2% | -30.3% |
| 3Y | -94.8% | +591.3% | -686.0% | -61.8% |
| 5Y | -99.7% | +1,008.2% | -1,107.9% | -95.5% |
| All | -100.0% | +644.4% | -744.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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