-99.7%
UVXY vs SGI
+47.3%
-147.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -5.7% |
| 7D | +2.8% | -4.5% | +7.2% | -2.0% |
| 30D | -11.4% | +4.2% | -15.5% | -6.4% |
| 3M | -41.5% | -7.4% | -34.1% | -45.5% |
| 6M | -61.0% | -15.1% | -46.0% | -64.7% |
| YTD | -49.8% | -24.7% | -25.2% | -59.3% |
| 1Y | -66.4% | -21.8% | -44.7% | -71.2% |
| 3Y | -94.8% | +50.0% | -144.8% | -86.6% |
| All | -99.7% | +47.3% | -147.0% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling