-70.5%
UVXY vs SPYG
+10.8%
-81.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.3% | -15.4% | -9.9% |
| 7D | -6.3% | -2.8% | -3.5% | -13.3% |
| 30D | -2.7% | -6.2% | +3.5% | -18.5% |
| 3M | -29.9% | -3.6% | -26.4% | -35.4% |
| 6M | -56.5% | +4.8% | -61.3% | -42.4% |
| YTD | -54.8% | +11.0% | -65.8% | -12.6% |
| 1Y | -70.5% | +11.2% | -81.7% | -40.2% |
| All | -70.5% | +10.8% | -81.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling