-100.0%
UVXY vs SAN
+357.1%
-457.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.0% | -3.2% |
| 7D | +2.8% | +0.2% | +2.6% | +3.4% |
| 30D | -11.4% | +0.9% | -12.3% | -9.6% |
| 3M | -41.5% | +19.1% | -60.6% | -19.4% |
| 6M | -61.0% | +33.2% | -94.2% | -30.8% |
| YTD | -49.8% | +29.1% | -79.0% | -10.7% |
| 1Y | -66.4% | +50.2% | -116.7% | -21.2% |
| 3Y | -94.8% | +351.0% | -445.8% | +1.8% |
| 5Y | -99.7% | +394.7% | -494.4% | -89.0% |
| All | -100.0% | +357.1% | -457.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling