-100.0%
UVXY vs SAN
+330.7%
-430.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +1.5% |
| 7D | -4.7% | +3.3% | -8.1% | +1.2% |
| 30D | -17.1% | +1.1% | -18.2% | -15.3% |
| 3M | -39.9% | +22.2% | -62.1% | -10.5% |
| 6M | -66.9% | +36.0% | -102.9% | -36.2% |
| YTD | -50.1% | +28.2% | -78.3% | -8.7% |
| 1Y | -68.3% | +54.1% | -122.5% | -17.0% |
| 3Y | -95.0% | +354.2% | -449.2% | +28.2% |
| 5Y | -99.7% | +387.3% | -487.0% | -84.6% |
| 10Y | -100.0% | +334.8% | -434.8% | -99.9% |
| All | -100.0% | +330.7% | -430.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling