-66.4%
UVXY vs STLA
-40.1%
-26.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.0% | -5.7% |
| 7D | +2.8% | -2.9% | +5.7% | +1.5% |
| 30D | -11.4% | +0.9% | -12.3% | -10.3% |
| 3M | -41.5% | -21.6% | -19.9% | -47.9% |
| 6M | -61.0% | -21.6% | -39.4% | -64.0% |
| YTD | -49.8% | -50.4% | +0.6% | -61.6% |
| 1Y | -66.4% | -43.6% | -22.9% | -71.6% |
| All | -66.4% | -40.1% | -26.3% | -71.6% |
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