-73.1%
SMR vs UVXY
-70.9%
-2.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.2% |
| 7D | +4.4% | -5.0% | +9.4% | +2.3% |
| 30D | +3.4% | -20.5% | +23.9% | -5.8% |
| 3M | -19.2% | -36.6% | +17.4% | -30.5% |
| 6M | -22.6% | -56.9% | +34.3% | -38.9% |
| YTD | -31.5% | -51.2% | +19.7% | -41.4% |
| 1Y | -73.1% | -69.8% | -3.3% | -79.0% |
| All | -73.1% | -70.9% | -2.2% | -79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling