-100.0%
UVXY vs SEI
+608.3%
-708.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.2% | +10.4% | +2.0% |
| 7D | +11.0% | +20.7% | -9.6% | +24.7% |
| 30D | -8.8% | +9.1% | -17.9% | -2.8% |
| 3M | -41.9% | -6.0% | -35.9% | -40.7% |
| 6M | -61.2% | +18.9% | -80.1% | -51.7% |
| YTD | -46.2% | +40.1% | -86.3% | -22.3% |
| 1Y | -65.2% | +120.6% | -185.8% | -28.5% |
| 3Y | -94.6% | +562.1% | -656.7% | -61.4% |
| 5Y | -99.7% | +954.5% | -1,054.1% | -95.4% |
| All | -100.0% | +608.3% | -708.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling