-69.8%
UVXY vs STZ
-10.2%
-59.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.5% |
| 7D | -5.0% | -1.9% | -3.1% | -5.4% |
| 30D | -20.5% | -1.9% | -18.7% | -20.7% |
| 3M | -36.6% | -6.2% | -30.3% | -37.2% |
| 6M | -56.9% | -14.0% | -42.9% | -57.9% |
| YTD | -51.2% | -5.1% | -46.1% | -48.7% |
| 1Y | -69.8% | -9.6% | -60.2% | -67.8% |
| All | -69.8% | -10.2% | -59.6% | -67.8% |
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