-100.0%
UVXY vs STZ
-11.3%
-88.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -8.2% |
| 7D | +2.8% | -4.5% | +7.3% | -3.4% |
| 30D | -11.4% | -8.6% | -2.8% | -21.6% |
| 3M | -41.5% | -13.8% | -27.7% | -52.3% |
| 6M | -61.0% | -17.2% | -43.9% | -69.8% |
| YTD | -49.8% | -9.4% | -40.5% | -56.0% |
| 1Y | -66.4% | -11.9% | -54.6% | -71.5% |
| 3Y | -94.8% | -49.6% | -45.2% | -97.8% |
| 5Y | -99.7% | -37.2% | -62.5% | -99.8% |
| All | -100.0% | -11.3% | -88.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling