-69.8%
UVXY vs SAN
+58.9%
-128.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | -0.4% |
| 7D | -5.0% | +1.8% | -6.8% | -2.3% |
| 30D | -20.5% | +2.0% | -22.5% | -18.1% |
| 3M | -36.6% | +19.7% | -56.3% | -14.0% |
| 6M | -56.9% | +30.6% | -87.5% | -28.1% |
| YTD | -51.2% | +28.8% | -80.1% | -14.6% |
| 1Y | -69.8% | +57.8% | -127.5% | -25.7% |
| All | -69.8% | +58.9% | -128.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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