-94.8%
UVXY vs STZ
-49.6%
-45.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -7.5% |
| 7D | +2.8% | -4.5% | +7.3% | -0.4% |
| 30D | -11.4% | -8.6% | -2.8% | -16.7% |
| 3M | -41.5% | -13.8% | -27.7% | -47.2% |
| 6M | -61.0% | -17.2% | -43.9% | -65.6% |
| YTD | -49.8% | -9.4% | -40.5% | -51.4% |
| 1Y | -66.4% | -11.9% | -54.6% | -68.0% |
| 3Y | -94.8% | -49.6% | -45.2% | -96.8% |
| All | -94.8% | -49.6% | -45.2% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling