-75.5%
SMR vs UVXY
-66.8%
-8.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.8% | -8.9% | -18.5% |
| 7D | -11.2% | +2.8% | -14.0% | -10.4% |
| 30D | -10.2% | -11.4% | +1.1% | -14.6% |
| 3M | -10.0% | -41.5% | +31.5% | -26.3% |
| 6M | -30.5% | -61.0% | +30.6% | -48.3% |
| YTD | -39.2% | -49.8% | +10.6% | -47.5% |
| 1Y | -75.5% | -66.4% | -9.1% | -80.7% |
| All | -75.5% | -66.8% | -8.7% | -80.7% |
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 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