-100.0%
UVXY vs STLD
+3,462.1%
-3,562.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | +4.8% |
| 7D | -3.3% | -4.7% | +1.3% | -6.5% |
| 30D | +12.0% | -0.9% | +13.0% | +15.2% |
| 3M | -15.5% | -11.9% | -3.6% | -26.8% |
| 6M | -49.4% | +0.9% | -50.3% | -46.6% |
| YTD | -49.1% | +40.4% | -89.6% | -5.3% |
| 1Y | -63.7% | +56.6% | -120.3% | -19.4% |
| 3Y | -94.1% | +125.5% | -219.6% | -67.1% |
| 5Y | -99.6% | +292.8% | -392.4% | -91.5% |
| 10Y | -100.0% | +787.1% | -887.1% | -99.8% |
| All | -100.0% | +3,462.1% | -3,562.1% | -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