-100.0%
UVXY vs SUI
+536.8%
-636.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -2.2% |
| 7D | -3.3% | +3.4% | -6.8% | +2.9% |
| 30D | +12.0% | +4.6% | +7.4% | +19.3% |
| 3M | -15.5% | +1.6% | -17.1% | -14.2% |
| 6M | -49.4% | -3.5% | -45.9% | -54.2% |
| YTD | -49.1% | -1.0% | -48.1% | -51.4% |
| 1Y | -63.7% | -1.7% | -62.0% | -65.5% |
| 3Y | -94.1% | +18.4% | -112.5% | -91.1% |
| 5Y | -99.6% | -26.3% | -73.2% | -99.6% |
| 10Y | -100.0% | +123.3% | -223.3% | -100.0% |
| All | -100.0% | +536.8% | -636.8% | -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