-34.6%
SNPS vs UVXY
-70.9%
+36.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.3% |
| 7D | -11.0% | -5.0% | -6.0% | -11.8% |
| 30D | -1.7% | -20.5% | +18.8% | -5.4% |
| 3M | -20.4% | -36.6% | +16.2% | -25.3% |
| 6M | -8.6% | -56.9% | +48.3% | -18.1% |
| YTD | -16.2% | -51.2% | +35.1% | -21.4% |
| 1Y | -34.6% | -69.8% | +35.2% | -40.6% |
| All | -34.6% | -70.9% | +36.3% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling