-100.0%
UVXY vs SUI
+123.0%
-223.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +4.9% |
| 7D | -22.1% | -1.5% | -20.6% | -23.7% |
| 30D | +8.2% | +3.7% | +4.4% | +12.8% |
| 3M | -12.3% | -0.4% | -11.9% | -13.3% |
| 6M | -51.0% | -2.8% | -48.2% | -54.2% |
| YTD | -49.9% | -1.6% | -48.3% | -51.8% |
| 1Y | -67.7% | -2.1% | -65.7% | -69.0% |
| 3Y | -94.1% | +18.5% | -112.6% | -91.4% |
| 5Y | -99.5% | -26.5% | -73.0% | -99.6% |
| All | -100.0% | +123.0% | -223.0% | -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