-100.0%
UVXY vs STLD
+3,543.0%
-3,643.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | -1.6% |
| 7D | -5.0% | +3.1% | -8.1% | -0.5% |
| 30D | -20.5% | -9.0% | -11.5% | -31.2% |
| 3M | -36.6% | -12.4% | -24.2% | -48.4% |
| 6M | -56.9% | +25.5% | -82.4% | -36.5% |
| YTD | -51.2% | +43.6% | -94.8% | -10.5% |
| 1Y | -69.8% | +87.2% | -157.0% | -14.5% |
| 3Y | -95.1% | +135.2% | -230.3% | -71.4% |
| 5Y | -99.7% | +290.9% | -390.5% | -93.8% |
| 10Y | -100.0% | +1,113.5% | -1,213.5% | -99.8% |
| All | -100.0% | +3,543.0% | -3,643.0% | -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