+1,770.3%
SMCI vs UVXY
-100.0%
+1,870.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.8% | +14.1% | +5.9% |
| 7D | +1.3% | +2.8% | -1.5% | +2.1% |
| 30D | +6.6% | -11.4% | +18.0% | +4.5% |
| 3M | +25.4% | -41.5% | +66.9% | +14.7% |
| 6M | +26.1% | -61.0% | +87.2% | +11.8% |
| YTD | +37.0% | -49.8% | +86.8% | +30.9% |
| 1Y | -8.8% | -66.4% | +57.7% | -17.0% |
| 3Y | +44.6% | -94.8% | +139.4% | +27.0% |
| 5Y | +995.9% | -99.7% | +1,095.6% | +640.5% |
| All | +1,770.3% | -100.0% | +1,870.3% | +813.1% |
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 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