+14.8%
SPYM vs UVXY
-70.8%
+85.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.1% | +15.8% | -0.1% |
| 7D | -0.7% | -6.3% | +5.6% | -1.2% |
| 30D | -1.1% | -2.7% | +1.6% | -0.8% |
| 3M | -0.3% | -29.9% | +29.6% | -3.9% |
| 6M | +7.3% | -56.5% | +63.8% | -1.4% |
| YTD | +13.4% | -54.8% | +68.2% | +7.3% |
| 1Y | +14.8% | -70.5% | +85.4% | +2.8% |
| All | +14.8% | -70.8% | +85.6% | +2.8% |
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