-94.4%
UVXY vs STLA
-66.9%
-27.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.0% |
| 7D | +11.0% | -3.8% | +14.9% | +7.3% |
| 30D | -8.8% | -3.1% | -5.7% | -10.6% |
| 3M | -41.9% | -19.6% | -22.3% | -51.8% |
| 6M | -61.2% | -23.5% | -37.7% | -67.6% |
| YTD | -46.2% | -51.5% | +5.3% | -71.3% |
| 1Y | -65.2% | -39.7% | -25.5% | -74.7% |
| All | -94.4% | -66.9% | -27.5% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling