-100.0%
UVXY vs STLD
+3,477.0%
-3,577.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +3.2% |
| 7D | -26.5% | +6.9% | -33.4% | -18.3% |
| 30D | +8.8% | -1.5% | +10.3% | +11.4% |
| 3M | -14.7% | -9.7% | -5.0% | -23.1% |
| 6M | -51.5% | +2.3% | -53.8% | -47.6% |
| YTD | -51.7% | +41.0% | -92.7% | -9.4% |
| 1Y | -65.7% | +51.8% | -117.5% | -27.0% |
| 3Y | -94.4% | +126.4% | -220.8% | -68.5% |
| 5Y | -99.5% | +285.7% | -385.3% | -91.4% |
| 10Y | -100.0% | +792.7% | -892.7% | -99.8% |
| All | -100.0% | +3,477.0% | -3,577.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling