-100.0%
UVXY vs SPXS
-99.6%
-0.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.4% | -4.4% | -3.0% |
| 7D | +2.8% | +2.5% | +0.3% | -0.8% |
| 30D | -11.4% | +4.2% | -15.6% | -16.8% |
| 3M | -41.5% | -9.3% | -32.2% | -31.4% |
| 6M | -61.0% | -30.7% | -30.4% | -28.8% |
| YTD | -49.8% | -28.1% | -21.8% | -9.5% |
| 1Y | -66.4% | -35.1% | -31.4% | -26.4% |
| 3Y | -94.8% | -79.6% | -15.2% | -4.0% |
| 5Y | -99.7% | -86.3% | -13.4% | -90.5% |
| All | -100.0% | -99.6% | -0.4% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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