+788.5%
XLK vs UVXY
-100.0%
+888.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.3% |
| 7D | +0.2% | +2.8% | -2.6% | +0.7% |
| 30D | -0.6% | -11.4% | +10.7% | -2.3% |
| 3M | +2.6% | -41.5% | +44.1% | -4.5% |
| 6M | +34.0% | -61.0% | +95.0% | +19.4% |
| YTD | +30.7% | -49.8% | +80.5% | +23.3% |
| 1Y | +39.2% | -66.4% | +105.6% | +25.9% |
| 3Y | +120.4% | -94.8% | +215.2% | +86.5% |
| 5Y | +148.8% | -99.7% | +248.5% | +63.0% |
| All | +788.5% | -100.0% | +888.5% | +341.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling