+29.6%
SNOW vs UVXY
-100.0%
+129.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.7% |
| 7D | -2.4% | +2.8% | -5.2% | -1.8% |
| 30D | -1.0% | -11.4% | +10.4% | -3.2% |
| 3M | +36.9% | -41.5% | +78.4% | +23.3% |
| 6M | +83.4% | -61.0% | +144.4% | +54.4% |
| YTD | +50.0% | -49.8% | +99.8% | +37.2% |
| 1Y | +46.5% | -66.4% | +113.0% | +25.9% |
| 3Y | +93.3% | -94.8% | +188.1% | +49.2% |
| 5Y | +3.3% | -99.7% | +103.0% | -47.4% |
| All | +29.6% | -100.0% | +129.5% | -50.2% |
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