-100.0%
UVXY vs SPG
+304.8%
-404.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.3% |
| 7D | +11.0% | -2.2% | +13.2% | +7.4% |
| 30D | -8.8% | -5.8% | -3.0% | -16.7% |
| 3M | -41.9% | -2.8% | -39.1% | -44.6% |
| 6M | -61.2% | +8.9% | -70.1% | -54.9% |
| YTD | -46.2% | +14.3% | -60.5% | -32.1% |
| 1Y | -65.2% | +19.5% | -84.7% | -52.4% |
| 3Y | -94.6% | +106.9% | -201.4% | -75.4% |
| 5Y | -99.7% | +108.7% | -208.4% | -97.8% |
| 10Y | -100.0% | +63.8% | -163.8% | -100.0% |
| All | -100.0% | +304.8% | -404.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling