-95.0%
UVXY vs STLD
+141.4%
-236.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +1.4% |
| 7D | -4.7% | +2.7% | -7.4% | -1.5% |
| 30D | -17.1% | -8.4% | -8.6% | -25.6% |
| 3M | -39.9% | -9.9% | -30.1% | -47.7% |
| 6M | -66.9% | +33.0% | -99.9% | -48.5% |
| YTD | -50.1% | +42.6% | -92.7% | -12.0% |
| 1Y | -68.3% | +80.8% | -149.1% | -19.9% |
| 3Y | -95.0% | +143.4% | -238.4% | -74.3% |
| All | -95.0% | +141.4% | -236.4% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling