-54.8%
UVXY vs SARO
-6.5%
-48.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -1.6% | +47.0% | +44.0% |
| 7D | +41.0% | +6.3% | +34.6% | +49.2% |
| 30D | +46.9% | +20.8% | +26.1% | +73.0% |
| 3M | +7.0% | -18.4% | +25.4% | -12.6% |
| 6M | -37.0% | +0.8% | -37.8% | -33.4% |
| YTD | -34.3% | -11.8% | -22.5% | -35.9% |
| 1Y | -54.8% | -7.3% | -47.5% | -49.7% |
| All | -54.8% | -6.5% | -48.2% | -49.7% |
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