-100.0%
UVXY vs SWK
+199.5%
-299.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +2.2% |
| 7D | -5.0% | -0.4% | -4.5% | -5.6% |
| 30D | -20.5% | -5.7% | -14.8% | -28.2% |
| 3M | -36.6% | +24.1% | -60.6% | -4.2% |
| 6M | -56.9% | +24.7% | -81.6% | -30.1% |
| YTD | -51.2% | +33.9% | -85.2% | -8.0% |
| 1Y | -69.8% | +34.7% | -104.5% | -39.8% |
| 3Y | -95.1% | +15.3% | -110.3% | -87.6% |
| 5Y | -99.7% | -39.3% | -60.4% | -99.7% |
| 10Y | -100.0% | +2.5% | -102.5% | -100.0% |
| All | -100.0% | +199.5% | -299.5% | -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