-66.7%
UVXY vs STLD
+58.4%
-125.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.2% | -10.3% | -7.9% |
| 7D | +2.3% | -0.5% | +2.8% | +5.2% |
| 30D | +4.0% | -0.1% | +4.1% | +7.4% |
| 3M | -21.6% | -9.2% | -12.4% | -24.8% |
| 6M | -55.1% | +1.8% | -56.8% | -50.6% |
| YTD | -53.7% | +42.1% | -95.9% | -10.9% |
| 1Y | -66.7% | +58.5% | -125.2% | -19.3% |
| All | -66.7% | +58.4% | -125.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling