+157.1%
SPMO vs UVXY
-94.8%
+251.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.4% |
| 7D | -0.9% | +2.8% | -3.7% | -0.5% |
| 30D | -1.9% | -11.4% | +9.4% | -3.4% |
| 3M | -1.4% | -41.5% | +40.2% | -7.5% |
| 6M | +25.5% | -61.0% | +86.5% | +13.3% |
| YTD | +24.8% | -49.8% | +74.7% | +18.3% |
| 1Y | +24.5% | -66.4% | +90.9% | +13.6% |
| 3Y | +157.1% | -94.8% | +251.9% | +121.1% |
| All | +157.1% | -94.8% | +251.9% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling