-100.0%
UVXY vs STT
+267.9%
-367.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +4.6% |
| 7D | +11.0% | -1.4% | +12.4% | +8.4% |
| 30D | -8.8% | +2.2% | -11.0% | -5.0% |
| 3M | -41.9% | +18.8% | -60.7% | -18.8% |
| 6M | -61.2% | +57.9% | -119.1% | -5.6% |
| YTD | -46.2% | +51.0% | -97.2% | +26.7% |
| 1Y | -65.2% | +77.1% | -142.3% | +15.3% |
| 3Y | -94.6% | +199.8% | -294.4% | -29.3% |
| 5Y | -99.7% | +156.0% | -255.6% | -94.9% |
| All | -100.0% | +267.9% | -367.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling