-94.8%
UVXY vs SGI
+51.7%
-146.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -5.6% |
| 7D | +2.8% | -4.5% | +7.2% | -2.4% |
| 30D | -11.4% | +4.2% | -15.5% | -6.0% |
| 3M | -41.5% | -7.4% | -34.1% | -46.0% |
| 6M | -61.0% | -15.1% | -46.0% | -65.4% |
| YTD | -49.8% | -24.7% | -25.2% | -60.8% |
| 1Y | -66.4% | -21.8% | -44.7% | -72.3% |
| 3Y | -94.8% | +50.0% | -144.8% | -88.0% |
| All | -94.8% | +51.7% | -146.5% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling