-94.4%
UVXY vs SPY
+75.5%
-169.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +1.9% |
| 7D | +11.0% | -2.0% | +13.0% | -0.2% |
| 30D | -8.8% | -1.7% | -7.1% | -16.3% |
| 3M | -41.9% | +4.7% | -46.6% | -21.8% |
| 6M | -61.2% | +12.5% | -73.7% | -15.8% |
| YTD | -46.2% | +11.7% | -57.9% | +21.1% |
| 1Y | -65.2% | +17.5% | -82.7% | +12.0% |
| All | -94.4% | +75.5% | -169.9% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling