-99.7%
UVXY vs SPY
+82.3%
-182.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -2.9% |
| 7D | +2.8% | -0.8% | +3.6% | -0.4% |
| 30D | -11.4% | -1.1% | -10.3% | -15.0% |
| 3M | -41.5% | +3.9% | -45.4% | -27.4% |
| 6M | -61.0% | +13.6% | -74.7% | -20.8% |
| YTD | -49.8% | +12.7% | -62.5% | +4.9% |
| 1Y | -66.4% | +17.5% | -83.9% | -8.5% |
| 3Y | -94.8% | +76.9% | -171.7% | +76.3% |
| All | -99.7% | +82.3% | -182.0% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling