-100.0%
UVXY vs SWK
+0.7%
-100.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | -1.9% |
| 7D | -4.7% | +0.1% | -4.9% | -4.4% |
| 30D | -17.1% | -8.9% | -8.2% | -27.6% |
| 3M | -39.9% | +20.5% | -60.4% | -17.6% |
| 6M | -66.9% | +27.1% | -94.0% | -47.9% |
| YTD | -50.1% | +30.2% | -80.3% | -15.9% |
| 1Y | -68.3% | +24.8% | -93.1% | -47.6% |
| 3Y | -95.0% | +16.3% | -111.3% | -87.5% |
| 5Y | -99.7% | -40.1% | -59.6% | -99.7% |
| 10Y | -100.0% | +0.8% | -100.8% | -100.0% |
| All | -100.0% | +0.7% | -100.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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