-94.8%
UVXY vs VSXY
+352.7%
-447.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -5.4% |
| 7D | +2.8% | +0.1% | +2.7% | +3.1% |
| 30D | -11.4% | -18.7% | +7.3% | -18.6% |
| 3M | -41.5% | -4.0% | -37.5% | -41.5% |
| 6M | -61.0% | +67.5% | -128.5% | -46.0% |
| YTD | -49.8% | +39.7% | -89.5% | -34.2% |
| 1Y | -66.4% | +180.0% | -246.4% | -34.3% |
| 3Y | -94.8% | +337.3% | -432.0% | -85.4% |
| All | -94.8% | +352.7% | -447.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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