-94.7%
UVXY vs STT
+195.2%
-289.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.3% | +1.0% | +1.3% | +4.7% |
| 30D | -15.0% | +2.8% | -17.8% | -9.5% |
| 3M | -39.8% | +18.1% | -57.9% | -9.2% |
| 6M | -60.0% | +59.2% | -119.3% | +29.2% |
| YTD | -48.8% | +51.5% | -100.3% | +55.3% |
| 1Y | -67.3% | +75.7% | -143.0% | +53.1% |
| All | -94.7% | +195.2% | -289.8% | +13.1% |
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