+9.1%
XLF vs UVXY
-70.9%
+80.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.7% |
| 7D | 0.0% | -5.0% | +5.0% | -0.5% |
| 30D | +0.2% | -20.5% | +20.7% | -2.0% |
| 3M | +11.7% | -36.6% | +48.3% | +7.5% |
| 6M | +13.8% | -56.9% | +70.7% | +6.8% |
| YTD | +7.0% | -51.2% | +58.2% | +2.8% |
| 1Y | +9.1% | -69.8% | +78.9% | +0.6% |
| All | +9.1% | -70.9% | +80.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling