+563.4%
SPMO vs UVXY
-100.0%
+663.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.3% |
| 7D | +0.1% | +11.0% | -10.9% | +1.3% |
| 30D | -0.7% | -8.8% | +8.1% | -1.6% |
| 3M | +2.8% | -41.9% | +44.7% | -2.2% |
| 6M | +24.4% | -61.2% | +85.6% | +14.8% |
| YTD | +24.2% | -46.2% | +70.4% | +20.1% |
| 1Y | +24.5% | -65.2% | +89.7% | +16.4% |
| 3Y | +155.6% | -94.6% | +250.1% | +128.4% |
| 5Y | +148.2% | -99.7% | +247.9% | +87.1% |
| 10Y | +514.8% | -100.0% | +614.8% | +313.6% |
| All | +563.4% | -100.0% | +663.4% | +340.5% |
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