-100.0%
UVXY vs SPG
+64.5%
-164.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.7% |
| 7D | +2.8% | -1.2% | +3.9% | +1.4% |
| 30D | -11.4% | -6.1% | -5.2% | -18.1% |
| 3M | -41.5% | -3.6% | -37.9% | -44.3% |
| 6M | -61.0% | +10.4% | -71.5% | -54.9% |
| YTD | -49.8% | +14.4% | -64.2% | -39.0% |
| 1Y | -66.4% | +16.5% | -83.0% | -57.7% |
| 3Y | -94.8% | +106.8% | -201.6% | -82.0% |
| 5Y | -99.7% | +108.9% | -208.6% | -98.5% |
| All | -100.0% | +64.5% | -164.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling