-77.7%
SNAP vs UVXY
-100.0%
+22.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -3.9% |
| 7D | +0.7% | -5.0% | +5.7% | -0.2% |
| 30D | +2.6% | -20.5% | +23.2% | -1.9% |
| 3M | -9.9% | -36.6% | +26.7% | -16.5% |
| 6M | +1.9% | -56.9% | +58.8% | -9.8% |
| YTD | -32.2% | -51.2% | +19.0% | -37.4% |
| 1Y | -22.8% | -69.8% | +46.9% | -33.7% |
| 3Y | -47.6% | -95.1% | +47.5% | -57.0% |
| 5Y | -92.7% | -99.7% | +7.0% | -95.4% |
| All | -77.7% | -100.0% | +22.3% | -87.3% |
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