-100.0%
UVXY vs SUI
+120.9%
-220.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +3.4% |
| 7D | -26.5% | -3.8% | -22.7% | -30.3% |
| 30D | +8.8% | +3.9% | +4.9% | +13.8% |
| 3M | -14.7% | +0.2% | -14.9% | -14.9% |
| 6M | -51.5% | -4.2% | -47.3% | -55.4% |
| YTD | -51.7% | -2.5% | -49.2% | -54.1% |
| 1Y | -65.7% | -4.0% | -61.7% | -67.9% |
| 3Y | -94.4% | +16.5% | -110.9% | -92.0% |
| 5Y | -99.5% | -27.2% | -72.3% | -99.6% |
| All | -100.0% | +120.9% | -220.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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