+817.0%
SPYM vs UVXY
-100.0%
+917.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.2% |
| 7D | -0.4% | +2.3% | -2.6% | -0.1% |
| 30D | -1.4% | -15.0% | +13.7% | -2.9% |
| 3M | +3.7% | -39.8% | +43.5% | -0.8% |
| 6M | +13.0% | -60.0% | +73.1% | +5.0% |
| YTD | +12.5% | -48.8% | +61.3% | +8.2% |
| 1Y | +18.6% | -67.3% | +85.9% | +10.4% |
| 3Y | +78.0% | -94.8% | +172.9% | +58.1% |
| 5Y | +82.3% | -99.7% | +182.0% | +38.2% |
| 10Y | +322.9% | -100.0% | +422.8% | +150.9% |
| All | +817.0% | -100.0% | +917.0% | +215.8% |
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 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