-100.0%
UVXY vs SPXU
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | 0.0% |
| 7D | +2.3% | +1.3% | +1.0% | -0.1% |
| 30D | -15.0% | +5.1% | -20.1% | -22.6% |
| 3M | -39.8% | -9.1% | -30.7% | -28.3% |
| 6M | -60.0% | -29.6% | -30.5% | -23.6% |
| YTD | -48.8% | -27.7% | -21.2% | -2.2% |
| 1Y | -67.3% | -37.0% | -30.3% | -17.0% |
| 3Y | -94.8% | -80.2% | -14.7% | +45.8% |
| 5Y | -99.7% | -86.0% | -13.7% | -86.6% |
| 10Y | -100.0% | -99.5% | -0.5% | -84.0% |
| All | -100.0% | -100.0% | 0.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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