-99.7%
UVXY vs STZ
-37.5%
-62.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +7.1% |
| 7D | +11.0% | -4.1% | +15.1% | +6.4% |
| 30D | -8.8% | -7.6% | -1.2% | -15.8% |
| 3M | -41.9% | -12.3% | -29.6% | -49.2% |
| 6M | -61.2% | -16.3% | -44.9% | -67.5% |
| YTD | -46.2% | -8.4% | -37.8% | -49.5% |
| 1Y | -65.2% | -10.8% | -54.4% | -68.1% |
| 3Y | -94.6% | -49.0% | -45.6% | -97.5% |
| 5Y | -99.7% | -36.5% | -63.2% | -99.7% |
| All | -99.7% | -37.5% | -62.2% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling