-70.5%
UVXY vs SHAK
-21.2%
-49.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.8% | -17.9% | -12.6% |
| 7D | -6.3% | +8.3% | -14.6% | -2.9% |
| 30D | -2.7% | +16.7% | -19.4% | +4.2% |
| 3M | -29.9% | +10.0% | -39.9% | -25.9% |
| 6M | -56.5% | -23.8% | -32.7% | -61.4% |
| YTD | -54.8% | -10.3% | -44.5% | -51.4% |
| 1Y | -70.5% | -22.9% | -47.6% | -74.5% |
| All | -70.5% | -21.2% | -49.3% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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