-52.2%
UVXY vs SUNB
+1.3%
-53.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.0% |
| 7D | +11.0% | +10.9% | +0.1% | +17.5% |
| 30D | -8.8% | -9.1% | +0.4% | -13.7% |
| 3M | -41.9% | -7.6% | -34.3% | -44.5% |
| 6M | -61.2% | +2.2% | -63.4% | -57.4% |
| All | -52.2% | +1.3% | -53.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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