-99.7%
UVXY vs SAN
+385.2%
-484.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.0% | -3.5% |
| 7D | +2.8% | +0.2% | +2.6% | +3.4% |
| 30D | -11.4% | +0.9% | -12.3% | -9.7% |
| 3M | -41.5% | +19.1% | -60.6% | -21.4% |
| 6M | -61.0% | +33.2% | -94.2% | -33.6% |
| YTD | -49.8% | +29.1% | -79.0% | -14.0% |
| 1Y | -66.4% | +50.2% | -116.7% | -25.8% |
| 3Y | -94.8% | +351.0% | -445.8% | -22.0% |
| All | -99.7% | +385.2% | -484.9% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling