-100.0%
UVXY vs SUI
+531.4%
-631.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.1% |
| 7D | -5.0% | -2.8% | -2.2% | -9.5% |
| 30D | -20.5% | -1.2% | -19.4% | -22.2% |
| 3M | -36.6% | -1.7% | -34.8% | -40.4% |
| 6M | -56.9% | -10.5% | -46.4% | -65.1% |
| YTD | -51.2% | -1.8% | -49.4% | -53.6% |
| 1Y | -69.8% | -4.1% | -65.7% | -72.4% |
| 3Y | -95.1% | +11.3% | -106.3% | -93.2% |
| 5Y | -99.7% | -32.1% | -67.6% | -99.8% |
| 10Y | -100.0% | +110.4% | -210.4% | -100.0% |
| All | -100.0% | +531.4% | -631.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling