-55.1%
UVXY vs SWK
+45.2%
-100.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.7% | -8.4% | -9.8% |
| 7D | +2.3% | -2.3% | +4.6% | +1.5% |
| 30D | +4.0% | +30.4% | -26.4% | +33.0% |
| 3M | -21.6% | +12.1% | -33.7% | -11.8% |
| 6M | -55.1% | +49.1% | -104.1% | -29.1% |
| All | -55.1% | +45.2% | -100.3% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling