-100.0%
UVXY vs STT
+833.7%
-933.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | -0.3% |
| 7D | -4.7% | +2.2% | -6.9% | -0.1% |
| 30D | -17.1% | +3.9% | -21.0% | -10.1% |
| 3M | -39.9% | +19.2% | -59.1% | -11.0% |
| 6M | -66.9% | +60.4% | -127.2% | -4.2% |
| YTD | -50.1% | +51.5% | -101.6% | +34.3% |
| 1Y | -68.3% | +76.3% | -144.6% | +24.6% |
| 3Y | -95.0% | +200.7% | -295.7% | -1.1% |
| 5Y | -99.7% | +157.5% | -257.1% | -92.7% |
| 10Y | -100.0% | +262.0% | -362.0% | -99.9% |
| All | -100.0% | +833.7% | -933.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling