-100.0%
UVXY vs SPYG
+1,028.5%
-1,128.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +1.3% |
| 7D | +11.0% | -1.8% | +12.8% | +2.4% |
| 30D | -8.8% | -1.9% | -6.9% | -16.2% |
| 3M | -41.9% | +5.2% | -47.1% | -24.1% |
| 6M | -61.2% | +15.6% | -76.7% | -16.6% |
| YTD | -46.2% | +12.4% | -58.6% | +9.4% |
| 1Y | -65.2% | +17.5% | -82.7% | -7.1% |
| 3Y | -94.6% | +98.1% | -192.6% | +291.0% |
| 5Y | -99.7% | +84.9% | -184.6% | -74.4% |
| 10Y | -100.0% | +417.7% | -517.7% | +29.9% |
| All | -100.0% | +1,028.5% | -1,128.5% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling