+1,504.1%
SNPS vs UVXY
-100.0%
+1,604.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.2% |
| 7D | -5.5% | -4.7% | -0.8% | -6.0% |
| 30D | -5.8% | -17.1% | +11.3% | -7.7% |
| 3M | -17.2% | -39.9% | +22.7% | -21.6% |
| 6M | -10.4% | -66.9% | +56.5% | -19.9% |
| YTD | -16.5% | -50.1% | +33.6% | -20.5% |
| 1Y | -35.6% | -68.3% | +32.7% | -41.1% |
| 3Y | -14.6% | -95.0% | +80.3% | -24.8% |
| 5Y | +16.5% | -99.7% | +116.1% | -13.5% |
| 10Y | +556.6% | -100.0% | +656.6% | +282.2% |
| All | +1,504.1% | -100.0% | +1,604.1% | +430.4% |
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