-100.0%
UVXY vs SWK
+17.8%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +1.1% |
| 7D | -26.5% | -2.0% | -24.6% | -27.9% |
| 30D | +8.8% | +24.6% | -15.7% | +56.3% |
| 3M | -14.7% | +10.8% | -25.4% | +3.9% |
| 6M | -51.5% | +46.1% | -97.5% | -7.2% |
| YTD | -51.7% | +56.8% | -108.6% | +11.4% |
| 1Y | -65.7% | +72.7% | -138.4% | -6.3% |
| 3Y | -94.4% | +49.9% | -144.3% | -79.7% |
| 5Y | -99.5% | -30.9% | -68.6% | -99.4% |
| All | -100.0% | +17.8% | -117.8% | -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