-100.0%
UVXY vs STT
+748.5%
-848.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.4% |
| 7D | -22.1% | +4.8% | -26.8% | -12.4% |
| 30D | +8.2% | +3.9% | +4.2% | +25.7% |
| 3M | -12.3% | -8.2% | -4.2% | -21.6% |
| 6M | -51.0% | +15.6% | -66.6% | -26.8% |
| YTD | -49.9% | +37.6% | -87.6% | +18.0% |
| 1Y | -67.7% | +50.1% | -117.9% | -7.2% |
| 3Y | -94.1% | +183.1% | -277.2% | +5.7% |
| 5Y | -99.5% | +104.8% | -204.4% | -93.4% |
| 10Y | -100.0% | +201.9% | -301.9% | -99.9% |
| All | -100.0% | +748.5% | -848.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling