+7.5%
SMR vs UVXY
-99.6%
+107.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -2.6% |
| 7D | +13.1% | +2.3% | +10.8% | +13.8% |
| 30D | +17.8% | -15.0% | +32.8% | +13.1% |
| 3M | +8.1% | -39.8% | +47.9% | -3.2% |
| 6M | -11.1% | -60.0% | +48.9% | -25.4% |
| YTD | -23.7% | -48.8% | +25.1% | -29.2% |
| 1Y | -69.4% | -67.3% | -2.1% | -73.6% |
| 3Y | +82.6% | -94.8% | +177.4% | +58.9% |
| All | +7.5% | -99.6% | +107.1% | -24.8% |
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