-100.0%
UVXY vs STLA
+216.8%
-316.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.3% | -1.2% |
| 7D | -4.7% | +0.7% | -5.5% | -3.8% |
| 30D | -17.1% | -2.4% | -14.7% | -18.8% |
| 3M | -39.9% | -23.9% | -16.1% | -55.2% |
| 6M | -66.9% | -24.6% | -42.2% | -74.4% |
| YTD | -50.1% | -50.5% | +0.4% | -76.8% |
| 1Y | -68.3% | -39.8% | -28.5% | -80.4% |
| 3Y | -95.0% | -65.6% | -29.3% | -97.5% |
| 5Y | -99.7% | -62.1% | -37.6% | -99.7% |
| 10Y | -100.0% | +47.8% | -147.8% | -100.0% |
| All | -100.0% | +216.8% | -316.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling