-99.7%
UVXY vs STLA
-63.7%
-36.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.0% |
| 7D | +11.0% | -3.8% | +14.9% | +6.6% |
| 30D | -8.8% | -3.1% | -5.7% | -11.2% |
| 3M | -41.9% | -19.6% | -22.3% | -53.7% |
| 6M | -61.2% | -23.5% | -37.7% | -69.1% |
| YTD | -46.2% | -51.5% | +5.3% | -75.2% |
| 1Y | -65.2% | -39.7% | -25.5% | -77.5% |
| 3Y | -94.6% | -66.3% | -28.2% | -97.3% |
| 5Y | -99.7% | -63.1% | -36.5% | -99.7% |
| All | -99.7% | -63.7% | -36.0% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling