-69.8%
UVXY vs SGI
-17.2%
-52.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +1.1% |
| 7D | -5.0% | +8.5% | -13.5% | +1.5% |
| 30D | -20.5% | +0.7% | -21.2% | -20.0% |
| 3M | -36.6% | +0.6% | -37.2% | -35.0% |
| 6M | -56.9% | -17.9% | -39.0% | -58.7% |
| YTD | -51.2% | -21.2% | -30.0% | -53.6% |
| 1Y | -69.8% | -18.9% | -50.9% | -72.6% |
| All | -69.8% | -17.2% | -52.6% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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