-52.7%
SNXX vs UVXY
-45.1%
-7.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.8% | -0.3% | -17.5% |
| 7D | -12.0% | +2.8% | -14.8% | -7.9% |
| 30D | +37.9% | -11.4% | +49.3% | +10.2% |
| 3M | -52.7% | -41.5% | -11.2% | -82.3% |
| All | -52.7% | -45.1% | -7.6% | -82.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling