-100.0%
UVXY vs SPY
+815.7%
-915.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | -0.7% |
| 7D | -4.7% | +0.5% | -5.3% | -1.7% |
| 30D | -17.1% | -0.9% | -16.1% | -21.0% |
| 3M | -39.9% | +3.9% | -43.8% | -22.8% |
| 6M | -66.9% | +14.5% | -81.4% | -21.8% |
| YTD | -50.1% | +12.9% | -63.0% | +16.5% |
| 1Y | -68.3% | +19.4% | -87.7% | +8.1% |
| 3Y | -95.0% | +78.5% | -173.4% | +264.7% |
| 5Y | -99.7% | +81.8% | -181.4% | -53.8% |
| 10Y | -100.0% | +311.5% | -411.5% | -3.3% |
| All | -100.0% | +815.7% | -915.7% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling