-69.8%
UVXY vs SARO
-7.4%
-62.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +1.3% |
| 7D | -5.0% | -0.8% | -4.2% | -5.6% |
| 30D | -20.5% | -20.0% | -0.5% | -35.4% |
| 3M | -36.6% | -2.9% | -33.7% | -36.3% |
| 6M | -56.9% | -17.7% | -39.3% | -62.3% |
| YTD | -51.2% | -13.5% | -37.7% | -53.6% |
| 1Y | -69.8% | -9.7% | -60.1% | -66.6% |
| All | -69.8% | -7.4% | -62.4% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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