+1,831.4%
XLK vs UVXY
-100.0%
+1,931.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.4% |
| 7D | +0.2% | +2.8% | -2.6% | +0.6% |
| 30D | -0.6% | -11.4% | +10.7% | -2.0% |
| 3M | +2.6% | -41.5% | +44.1% | -3.4% |
| 6M | +34.0% | -61.0% | +95.0% | +21.7% |
| YTD | +30.7% | -49.8% | +80.5% | +24.6% |
| 1Y | +39.2% | -66.4% | +105.6% | +28.1% |
| 3Y | +120.4% | -94.8% | +215.2% | +92.9% |
| 5Y | +148.8% | -99.7% | +248.5% | +77.9% |
| 10Y | +803.3% | -100.0% | +903.3% | +383.8% |
| All | +1,831.4% | -100.0% | +1,931.4% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling