-99.7%
UVXY vs STLD
+291.8%
-391.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +1.5% |
| 7D | -4.7% | +2.7% | -7.4% | -1.7% |
| 30D | -17.1% | -8.4% | -8.6% | -24.7% |
| 3M | -39.9% | -9.9% | -30.1% | -46.7% |
| 6M | -66.9% | +33.0% | -99.9% | -51.7% |
| YTD | -50.1% | +42.6% | -92.7% | -18.8% |
| 1Y | -68.3% | +80.8% | -149.1% | -30.0% |
| 3Y | -95.0% | +143.4% | -238.4% | -79.1% |
| 5Y | -99.7% | +293.4% | -393.1% | -97.0% |
| All | -99.7% | +291.8% | -391.5% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling