-78.7%
SNAP vs UVXY
-100.0%
+21.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -1.3% |
| 7D | +2.6% | -26.5% | +29.1% | -3.1% |
| 30D | -19.6% | +8.8% | -28.4% | -14.4% |
| 3M | +0.4% | -14.7% | +15.0% | +2.2% |
| 6M | -5.9% | -51.5% | +45.5% | -13.4% |
| YTD | -35.3% | -51.7% | +16.4% | -37.5% |
| 1Y | -42.6% | -65.7% | +23.1% | -47.7% |
| 3Y | -53.9% | -94.4% | +40.5% | -60.4% |
| 5Y | -90.3% | -99.5% | +9.3% | -93.3% |
| All | -78.7% | -100.0% | +21.3% | -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