-100.0%
UVXY vs SONY
+621.4%
-721.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -4.2% |
| 7D | +2.8% | -2.7% | +5.5% | -1.3% |
| 30D | -11.4% | +1.5% | -12.9% | -9.2% |
| 3M | -41.5% | +13.0% | -54.5% | -29.9% |
| 6M | -61.0% | +11.2% | -72.3% | -53.2% |
| YTD | -49.8% | -6.6% | -43.2% | -53.9% |
| 1Y | -66.4% | -18.1% | -48.3% | -74.1% |
| 3Y | -94.8% | +42.1% | -136.8% | -86.1% |
| 5Y | -99.7% | +11.0% | -110.7% | -99.2% |
| 10Y | -100.0% | +289.2% | -389.2% | -100.0% |
| All | -100.0% | +621.4% | -721.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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