-100.0%
UVXY vs STT
+845.3%
-945.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +1.0% |
| 7D | -5.0% | +0.5% | -5.5% | -3.8% |
| 30D | -20.5% | +3.9% | -24.4% | -14.0% |
| 3M | -36.6% | +20.0% | -56.5% | -4.6% |
| 6M | -56.9% | +55.3% | -112.2% | +17.8% |
| YTD | -51.2% | +53.3% | -104.5% | +34.8% |
| 1Y | -69.8% | +74.7% | -144.5% | +16.4% |
| 3Y | -95.1% | +205.8% | -300.9% | +0.5% |
| 5Y | -99.7% | +145.0% | -244.7% | -93.4% |
| 10Y | -100.0% | +266.0% | -366.0% | -99.9% |
| All | -100.0% | +845.3% | -945.3% | -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