-94.4%
UVXY vs SBAC
-11.3%
-83.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +8.0% | +4.5% |
| 7D | +11.0% | -5.3% | +16.3% | +9.7% |
| 30D | -8.8% | +0.4% | -9.2% | -8.6% |
| 3M | -41.9% | -11.9% | -30.0% | -44.3% |
| 6M | -61.2% | -4.5% | -56.7% | -61.5% |
| YTD | -46.2% | -4.3% | -41.9% | -46.6% |
| 1Y | -65.2% | -3.9% | -61.3% | -65.4% |
| All | -94.4% | -11.3% | -83.0% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling