+363.3%
XLP vs UVXY
-100.0%
+463.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.1% | +9.5% | -0.1% |
| 7D | -0.5% | +2.3% | -2.9% | +0.2% |
| 30D | +8.3% | +4.0% | +4.3% | +9.5% |
| 3M | +8.7% | -21.6% | +30.3% | +8.1% |
| 6M | +11.2% | -55.1% | +66.2% | +7.3% |
| YTD | +20.0% | -53.7% | +73.7% | +17.3% |
| 1Y | +21.3% | -66.7% | +88.1% | +16.5% |
| 3Y | +43.8% | -94.6% | +138.5% | +32.4% |
| 5Y | +43.3% | -99.6% | +142.9% | +19.4% |
| 10Y | +136.8% | -100.0% | +236.8% | +59.7% |
| All | +363.3% | -100.0% | +463.3% | +99.7% |
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