-100.0%
UVXY vs SWK
+256.4%
-356.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.9% |
| 7D | +19.4% | +11.0% | +8.4% | +47.7% |
| 30D | +42.6% | +30.1% | +12.5% | +130.7% |
| 3M | +7.1% | +14.7% | -7.6% | +40.2% |
| 6M | -36.5% | +44.5% | -81.0% | +29.4% |
| YTD | -35.8% | +59.4% | -95.1% | +68.9% |
| 1Y | -58.4% | +77.5% | -135.9% | +35.3% |
| 3Y | -92.9% | +49.5% | -142.3% | -71.7% |
| 5Y | -99.4% | -24.9% | -74.5% | -99.3% |
| 10Y | -100.0% | +31.8% | -131.8% | -100.0% |
| All | -100.0% | +256.4% | -356.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling