+12.3%
XLI vs UVXY
-70.8%
+83.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.1% | +13.0% | -2.8% |
| 7D | +0.6% | -6.3% | +6.9% | +0.1% |
| 30D | -0.4% | -2.7% | +2.3% | -0.1% |
| 3M | -8.8% | -29.9% | +21.1% | -12.2% |
| 6M | -0.4% | -56.5% | +56.1% | -8.9% |
| YTD | +10.1% | -54.8% | +64.9% | +3.3% |
| 1Y | +12.3% | -70.5% | +82.8% | +0.5% |
| All | +12.3% | -70.8% | +83.1% | +0.5% |
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