-100.0%
UVXY vs SFM
+117.5%
-217.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | -1.5% |
| 7D | -4.7% | -5.8% | +1.1% | -7.9% |
| 30D | -17.1% | -11.4% | -5.7% | -22.4% |
| 3M | -39.9% | -12.2% | -27.7% | -43.8% |
| 6M | -66.9% | -5.2% | -61.7% | -67.7% |
| YTD | -50.1% | -4.5% | -45.6% | -51.3% |
| 1Y | -68.3% | -45.4% | -22.9% | -78.1% |
| 3Y | -95.0% | +91.1% | -186.1% | -91.0% |
| 5Y | -99.7% | +226.8% | -326.5% | -99.0% |
| 10Y | -100.0% | +291.9% | -391.9% | -100.0% |
| All | -100.0% | +117.5% | -217.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling