+30.5%
SNOW vs UVXY
-100.0%
+130.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -0.7% |
| 7D | +8.4% | +2.3% | +6.1% | +9.1% |
| 30D | -1.0% | -15.0% | +14.1% | -4.1% |
| 3M | +38.3% | -39.8% | +78.1% | +25.4% |
| 6M | +81.3% | -60.0% | +141.3% | +53.8% |
| YTD | +51.1% | -48.8% | +100.0% | +38.7% |
| 1Y | +47.0% | -67.3% | +114.3% | +25.4% |
| 3Y | +99.7% | -94.8% | +194.6% | +53.4% |
| 5Y | +3.6% | -99.7% | +103.3% | -46.6% |
| All | +30.5% | -100.0% | +130.5% | -49.7% |
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