-86.8%
UVXY vs SARO
-22.5%
-64.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -4.8% |
| 7D | +2.8% | -3.1% | +5.9% | -0.6% |
| 30D | -11.4% | -12.2% | +0.9% | -23.7% |
| 3M | -41.5% | -7.4% | -34.2% | -45.1% |
| 6M | -61.0% | -15.3% | -45.8% | -66.0% |
| YTD | -49.8% | -16.2% | -33.7% | -55.9% |
| 1Y | -66.4% | -12.1% | -54.3% | -66.9% |
| All | -86.8% | -22.5% | -64.3% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling