-70.5%
UVXY vs STLA
-53.0%
-17.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.8% | -17.9% | -12.5% |
| 7D | -6.3% | -0.6% | -5.6% | -6.2% |
| 30D | -2.7% | +3.6% | -6.3% | -0.6% |
| 3M | -29.9% | -20.6% | -9.3% | -36.2% |
| 6M | -56.5% | -34.3% | -22.2% | -63.4% |
| YTD | -54.8% | -57.3% | +2.5% | -66.6% |
| 1Y | -70.5% | -52.6% | -17.9% | -73.9% |
| All | -70.5% | -53.0% | -17.5% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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