-100.0%
UVXY vs SIRI
+167.1%
-267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -5.6% |
| 7D | +2.8% | +0.6% | +2.2% | +3.5% |
| 30D | -11.4% | +2.5% | -13.9% | -8.2% |
| 3M | -41.5% | +6.6% | -48.1% | -37.1% |
| 6M | -61.0% | +32.9% | -93.9% | -44.0% |
| YTD | -49.8% | +50.5% | -100.3% | -16.7% |
| 1Y | -66.4% | +28.0% | -94.4% | -53.1% |
| 3Y | -94.8% | -22.4% | -72.4% | -94.5% |
| 5Y | -99.7% | -41.3% | -58.4% | -99.8% |
| 10Y | -100.0% | -10.4% | -89.6% | -100.0% |
| All | -100.0% | +167.1% | -267.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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