-78.5%
SNAP vs UVXY
-100.0%
+21.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +1.5% |
| 7D | +6.0% | -22.1% | +28.1% | +1.5% |
| 30D | -13.8% | +8.2% | -21.9% | -8.4% |
| 3M | -0.8% | -12.3% | +11.6% | +1.6% |
| 6M | -6.2% | -51.0% | +44.8% | -13.5% |
| YTD | -34.8% | -49.9% | +15.1% | -36.5% |
| 1Y | -38.7% | -67.7% | +29.0% | -45.0% |
| 3Y | -53.5% | -94.1% | +40.7% | -59.6% |
| 5Y | -90.2% | -99.5% | +9.3% | -93.2% |
| All | -78.5% | -100.0% | +21.5% | -87.1% |
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