-100.0%
UVXY vs SPYG
+424.6%
-524.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -3.6% |
| 7D | +2.8% | -0.9% | +3.7% | -0.3% |
| 30D | -11.4% | -1.5% | -9.9% | -16.0% |
| 3M | -41.5% | +3.7% | -45.2% | -29.6% |
| 6M | -61.0% | +16.4% | -77.5% | -20.6% |
| YTD | -49.8% | +13.3% | -63.2% | -1.6% |
| 1Y | -66.4% | +17.9% | -84.3% | -17.7% |
| 3Y | -94.8% | +98.3% | -193.1% | +123.8% |
| 5Y | -99.7% | +86.4% | -186.1% | -82.5% |
| All | -100.0% | +424.6% | -524.6% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling