-100.0%
UVXY vs STLD
+761.4%
-861.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | -0.4% |
| 7D | -22.1% | +2.9% | -25.0% | -18.3% |
| 30D | +8.2% | -5.6% | +13.7% | +4.9% |
| 3M | -12.3% | -11.7% | -0.6% | -21.9% |
| 6M | -51.0% | -2.8% | -48.2% | -50.4% |
| YTD | -49.9% | +36.4% | -86.4% | -15.0% |
| 1Y | -67.7% | +50.0% | -117.7% | -37.2% |
| 3Y | -94.1% | +122.3% | -216.4% | -72.6% |
| 5Y | -99.5% | +273.2% | -372.7% | -93.6% |
| All | -100.0% | +761.4% | -861.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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