-100.0%
UVXY vs STLA
+55.1%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.0% | -3.8% |
| 7D | +2.8% | -2.9% | +5.7% | -0.7% |
| 30D | -11.4% | +0.9% | -12.3% | -9.4% |
| 3M | -41.5% | -21.6% | -19.9% | -57.2% |
| 6M | -61.0% | -21.6% | -39.4% | -69.8% |
| YTD | -49.8% | -50.4% | +0.6% | -79.8% |
| 1Y | -66.4% | -43.6% | -22.9% | -82.9% |
| 3Y | -94.8% | -66.4% | -28.4% | -98.0% |
| 5Y | -99.7% | -62.3% | -37.4% | -99.8% |
| All | -100.0% | +55.1% | -155.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling