-99.7%
UVXY vs SFM
+213.6%
-313.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.4% |
| 7D | +2.8% | -10.6% | +13.4% | -2.0% |
| 30D | -11.4% | -15.5% | +4.1% | -17.5% |
| 3M | -41.5% | -17.4% | -24.1% | -45.9% |
| 6M | -61.0% | -3.4% | -57.6% | -61.1% |
| YTD | -49.8% | -8.7% | -41.2% | -51.6% |
| 1Y | -66.4% | -47.2% | -19.3% | -76.4% |
| 3Y | -94.8% | +82.7% | -177.5% | -91.9% |
| All | -99.7% | +213.6% | -313.3% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling