-61.0%
UVXY vs SARO
-14.9%
-46.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -5.5% |
| 7D | +2.8% | -3.1% | +5.9% | +0.7% |
| 30D | -11.4% | -12.2% | +0.9% | -19.2% |
| 3M | -41.5% | -7.4% | -34.2% | -43.2% |
| 6M | -61.0% | -15.3% | -45.8% | -66.8% |
| All | -61.0% | -14.9% | -46.1% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling