-77.5%
SNAP vs UVXY
-100.0%
+22.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +5.0% |
| 7D | -3.2% | +11.0% | -14.2% | -1.1% |
| 30D | +0.2% | -8.8% | +9.0% | -1.5% |
| 3M | +2.6% | -41.9% | +44.5% | -7.0% |
| 6M | +12.4% | -61.2% | +73.6% | -3.3% |
| YTD | -31.6% | -46.2% | +14.6% | -35.5% |
| 1Y | -21.7% | -65.2% | +43.5% | -30.7% |
| 3Y | -41.2% | -94.6% | +53.4% | -50.8% |
| 5Y | -92.6% | -99.7% | +7.1% | -95.3% |
| All | -77.5% | -100.0% | +22.5% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling