-20.7%
SNAP vs UVXY
-70.8%
+50.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -14.1% | +20.0% | +2.3% |
| 7D | -0.7% | -6.3% | +5.6% | -1.5% |
| 30D | +5.5% | -2.7% | +8.2% | +6.3% |
| 3M | +2.2% | -29.9% | +32.2% | -4.4% |
| 6M | -4.1% | -56.5% | +52.4% | -18.8% |
| YTD | -26.6% | -54.8% | +28.2% | -35.3% |
| 1Y | -20.7% | -70.5% | +49.8% | -32.9% |
| All | -20.7% | -70.8% | +50.0% | -32.9% |
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