-70.5%
UVXY vs SFM
-35.8%
-34.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.6% | -17.8% | -14.6% |
| 7D | -6.3% | -12.3% | +6.0% | -5.3% |
| 30D | -2.7% | -16.2% | +13.5% | -1.1% |
| 3M | -29.9% | -36.8% | +6.9% | -26.4% |
| 6M | -56.5% | -32.6% | -23.9% | -55.0% |
| YTD | -54.8% | -31.7% | -23.1% | -55.3% |
| 1Y | -70.5% | -35.0% | -35.5% | -71.0% |
| All | -70.5% | -35.8% | -34.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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