-94.1%
UVXY vs STT
+182.6%
-276.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.3% |
| 7D | -22.1% | +4.8% | -26.8% | -11.1% |
| 30D | +8.2% | +3.9% | +4.2% | +27.3% |
| 3M | -12.3% | -8.2% | -4.2% | -22.2% |
| 6M | -51.0% | +15.6% | -66.6% | -23.1% |
| YTD | -49.9% | +37.6% | -87.6% | +32.8% |
| 1Y | -67.7% | +50.1% | -117.9% | +8.5% |
| 3Y | -94.1% | +183.1% | -277.2% | +1.2% |
| All | -94.1% | +182.6% | -276.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling