-100.0%
UVXY vs SPXS
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +1.8% |
| 7D | +11.0% | +6.4% | +4.6% | -0.6% |
| 30D | -8.8% | +6.0% | -14.8% | -17.9% |
| 3M | -41.9% | -11.6% | -30.3% | -27.4% |
| 6M | -61.2% | -28.7% | -32.5% | -27.6% |
| YTD | -46.2% | -26.3% | -19.9% | -0.8% |
| 1Y | -65.2% | -34.9% | -30.3% | -16.9% |
| 3Y | -94.6% | -79.5% | -15.1% | +42.3% |
| 5Y | -99.7% | -85.9% | -13.7% | -86.9% |
| 10Y | -100.0% | -99.5% | -0.5% | -84.3% |
| All | -100.0% | -100.0% | 0.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling