-94.8%
UVXY vs SPYG
+98.4%
-193.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -3.5% |
| 7D | +2.8% | -0.9% | +3.7% | -0.4% |
| 30D | -11.4% | -1.5% | -9.9% | -16.1% |
| 3M | -41.5% | +3.7% | -45.2% | -29.3% |
| 6M | -61.0% | +16.4% | -77.5% | -17.6% |
| YTD | -49.8% | +13.3% | -63.2% | +1.6% |
| 1Y | -66.4% | +17.9% | -84.3% | -13.9% |
| 3Y | -94.8% | +98.3% | -193.1% | +163.0% |
| All | -94.8% | +98.4% | -193.1% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling