-94.4%
UVXY vs SAN
+342.3%
-436.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +4.7% |
| 7D | +11.0% | -2.8% | +13.8% | +6.5% |
| 30D | -8.8% | -0.5% | -8.2% | -9.2% |
| 3M | -41.9% | +22.7% | -64.6% | -17.6% |
| 6M | -61.2% | +28.8% | -90.0% | -36.4% |
| YTD | -46.2% | +26.3% | -72.5% | -9.4% |
| 1Y | -65.2% | +48.8% | -114.1% | -22.0% |
| All | -94.4% | +342.3% | -436.7% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling