-70.5%
UVXY vs STZ
+14.7%
-85.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.3% | -19.4% | -13.9% |
| 7D | -6.3% | +13.0% | -19.3% | -6.2% |
| 30D | -2.7% | +29.4% | -32.1% | -0.6% |
| 3M | -29.9% | +11.6% | -41.5% | -30.0% |
| 6M | -56.5% | -0.2% | -56.3% | -57.4% |
| YTD | -54.8% | +8.6% | -63.4% | -52.3% |
| 1Y | -70.5% | +15.9% | -86.5% | -67.0% |
| All | -70.5% | +14.7% | -85.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling