+4,756.8%
SMH vs UVXY
-100.0%
+4,856.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.6% | -1.6% |
| 7D | +1.4% | +11.0% | -9.6% | +3.1% |
| 30D | -2.2% | -8.8% | +6.6% | -3.4% |
| 3M | -1.9% | -41.9% | +40.0% | -8.5% |
| 6M | +41.0% | -61.2% | +102.2% | +26.0% |
| YTD | +55.6% | -46.2% | +101.8% | +49.2% |
| 1Y | +86.8% | -65.2% | +152.0% | +71.1% |
| 3Y | +277.7% | -94.6% | +372.2% | +230.5% |
| 5Y | +324.2% | -99.7% | +423.8% | +196.6% |
| 10Y | +1,828.6% | -100.0% | +1,928.6% | +877.5% |
| All | +4,756.8% | -100.0% | +4,856.8% | +1,004.6% |
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