+1,817.6%
SMH vs UVXY
-100.0%
+1,917.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.2% | +0.2% |
| 7D | +0.3% | +2.8% | -2.5% | +0.9% |
| 30D | -2.8% | -11.4% | +8.6% | -4.8% |
| 3M | -6.7% | -41.5% | +34.8% | -14.4% |
| 6M | +41.8% | -61.0% | +102.8% | +23.6% |
| YTD | +57.9% | -49.8% | +107.7% | +47.9% |
| 1Y | +87.6% | -66.4% | +154.1% | +67.1% |
| 3Y | +282.9% | -94.8% | +377.7% | +219.8% |
| 5Y | +330.4% | -99.7% | +430.1% | +167.9% |
| All | +1,817.6% | -100.0% | +1,917.6% | +763.0% |
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