-95.2%
UVXY vs SWK
+18.2%
-113.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +1.9% |
| 7D | -5.0% | -0.4% | -4.5% | -5.4% |
| 30D | -20.5% | -5.7% | -14.8% | -26.3% |
| 3M | -36.6% | +24.1% | -60.6% | -12.2% |
| 6M | -56.9% | +24.7% | -81.6% | -36.1% |
| YTD | -51.2% | +33.9% | -85.2% | -18.0% |
| 1Y | -69.8% | +34.7% | -104.5% | -46.5% |
| All | -95.2% | +18.2% | -113.5% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling